@Rangerchic – I have super thin hair.Like I used to get scrunchies at gapkids thin. I use the mini silicon bands. Despite the “no snag” they do snag a little and it’s terribly wasteful – I used one and they hold all day, but sometimes they break when I redo the ponytail or bun – and they stretch out. But they work for me.
Also, if you have enough hair – I can not speak highly enough of the Goody Hair Spin Pin. Two metal spirals, somehow it holds your bun in place, but it doesn’t give you a headache. You need thicker, longer hair. I use the mini-ones when my hair is long enough.