I like the latex bands as well, I started with the 3/16 because Joey's hair was thin, and I only had to twist once. They stay in great. As Joey's hair has gotten thicker, we have graduated to the ¼ inch size and I twist these twice, but the whole band is thicker so it's actually pretty easy to do. This site shows the actual sizes, but you can order them from lots of places, just look for grooming bands or "topknot bands."
Latex bands for dog bows The ones I got from Walmart were made of a plastic type material and didn't stay in well at all.