I like the Ouchless by Goody, my hair is fine but I have a ton of it. The Stay Put ones end up getting uncomfortable for me. The Ouchless are not that durable but I find I lose most of them before breaking them.

When my hair was really long (was mid-back until last winter) I favored the neoprene Hair Glove. I have a long one and it is simple, fuss free. I did not like the leather one my mother first gave me, the leather was too stiff.