Hair can really get into the way of a good workout. I love my Cameron Diaz esque American Apparel headbands but you guys wanted something a little less expensive.
The Adidas Sportbands ($4.50 for a 6 pack) are great little hair bands that everyone should have in their gym bag. I love the colors and that they are cute enough to wear out on the town on a day you just don't feel like dealing with your hair (for me, that's also known as everyday). The price is right and you can pop 'em in the wash if they get a little sweaty. Buy them online from holabirds.com.