I ran across this page of really cool tea-bag designs.
I've used the Ineeka bags in the past. It's an inspired design that allows for a decent amount of room for the tea, while also aiding bag removal. All in all, a nice design and probably as good as you can get in terms of practical tea-bag design.
The other bags are mainly just graphically clever. A few have some sort of added feature to help remove the bag. But, in general, they're just exercises in creativity.
And there's nothing wrong with creativity, as long as you remember that tea-bags are a crappy way of making tea!