I leave rubberbands in their hair all day.... I do take it out at night though to give their little skins a rest from the pull.
If they do go to sleep with it at night, Jaya always pulls hers out (I have no idea how... but its always shredded on the floor around her).
Jenna still has puppy hair combined with her adult hair, so it sorta gets stuck in her hair - she forgets its there I think cuz it never comes out unless Jaya pulls it out along with a bunch of hair
But yea.. I would definitely start with rubberbands. It takes them a few weeks to get used to it - you may find that u are putting them in after they`ve taken it out numerous times a day