As an instructor and a gym bunny, as much as I'd love to let my hair down, literally, it just isn't practical. So! I admit the messy up-knot is my staple. Bobby pins, snag-free elastics and a headband seal the deal.
I have noticed that constantly tying my hair back has weakened the hair around my face so I'm conscious of using a headband that doesn't pull on the hair. I'm also putting my faith in the products Liv Tyler swears by (have you seen her hair? You will too!):L'Oreal Volume Expand. Speaks for itself!

Products I have tried and rated: LOVE!
Lady Jayne Vibrant Monochrome Headband (flexible so it doesn't pull!), Snag free elastics, Vibrant Monochrome Bobby Pins, Bun Style and ponytail cuffs

Terax Shine Leave-In Conditioner (NO stickiness, just glossiness!)

Lady Jayne available at Priceline. Terax available here.

L'Oreal Serie Volum Expand available via Hairhouse Warehouse, Petra and salons.