In general integrals $\int \sin^a x \,dx$ and $\int \cos^a x \,dx$, are not expressible in terms of elementary functions: Substituting $u = \sin x$ transforms the integral to
$$2 \int \frac{u^a\, du}{\sqrt{1 - u^2}} = \frac{1}{a + 1} u^{a + 1} {}_2F_1\left(\frac{1}{2}, \frac{a + 1}{2}; \frac{a + 3}{2}; u^2\right) ,$$
where ${}_2 F_1$ is the ordinary hypergeometric function.
If $a$ is a half-integer, say, $a = k + \frac{1}{2}$, $k \in \Bbb Z$, substituting $u = v^2$ transforms the integral to $$2 \int \frac{v^{2 k + 2} \,dv}{\sqrt{1 - v^4}},$$
which can be evaluated in terms of incomplete elliptic functions. For example, for $k = 3$ ($a = \frac{7}{2}$), $$\int \sin^\frac72 x \,dx = -\frac{5 \sqrt{2}}{21} F\left(\sqrt{1 + \sin x}, \frac{1}{\sqrt 2}\right) + \frac{1}{21} (6 \cos^3 x - 16 \cos x) \sqrt{\sin x} + C,$$
where $F$ is the incomplete elliptic integral of the first kind.
The integrals $\int \tan^a x \,dx$ behave differently: The substitution $w = \tan x$ transforms the integral to
$$\int \frac{w^a \,dw}{1 + w^2}.$$ If $a$ is rational, say, $a = \frac{p}{q}$, the substitution $w = y^q$ rationalizes the integral, and so the integral has an elementary antiderivative:
$$q \int \frac{y^{p + q - 1} \,dy}{1 + y^{2 q}} .$$
(Already for $a = \frac{1}{2}$ computing an explicit antiderivative is somewhat involved.)
For general exponents $a$,
$$\int \frac{w^a \,dw}{1 + w^2} = \frac{1}{a + 1} {}_2 F_1 \left(1, \frac{a + 1}{2}; \frac{a + 3}{2}; -w^2\right) = \frac{1}{2} w^{a + 1} \Phi\left(-w^2, 1, \frac{a + 1}{2} \right) ,$$ where $\Phi$ is the Lerch transcendent function.