I have long given up on headbands. Sure, they can be cute and even more importantly-extremely functional. But they HURT, they slip, and sometimes, they just look stupid. The hard plastic or metal ones hurt the sides of my head after about five minutes and cause a serious headache. The small stretchy rubber band ones hurt just as much. I have some big, soft, stretchy ones that don't really hurt but they slip off frequently. WTF! After about a zillion mornings where I've thought to myself, "dang...what am I going to do with my hair...I really wish I had a good headband" I decided to check out the hair accessory section at Wal-Mart. And I found........a solution to all my headband problems!! Conair Gel Head Wraps. For a pack of three colors-black, brown, and 'blonde', they cost a little under $4. Half of the band is a pliable gel band, and the other half is a stretchy rubber band. They're stretchy but still almost the right size for your head-so you aren't putting something tiny on that stretches to fit but is so tight that it hurts. It's got teeth on the underside too...just some little tiny ones, enough to grip on to your hair but not big enough to dig into your scalp. This design is just right.
Here is me trying out one of my new headbands, and some ideas for how to wear them, if you're interesting in getting some of this amazingness yourself.
here is an awesome tutorial by wikihow.