You should ask youself if its usefull of using tags in your website. A good menu-structure with clear categories will do better for visitors and most likely for search engines.

In case your tag pages already build some authority, you can redirect them to an relevant category. In my opinion at this moment it would be better to focus on visibility and structure of your website, than focus on redirecting you tag pages.

You do not have to redirect tags on earch and every post, you may try a redirection plugin for it: http://wordpress.org/plugins/redirection/