welcome welcome!!
I really haven't experimented too much with Luna's hair yet... she's only 11 weeks old and weighs, as of last week, 1 lb 8 oz. I have a big feeling she'll be a lot more this week when we take her to the vet. She's a little piggy when it comes to eating... anyhow, back to the hair before I get distracted, yeah... I only tried a little clip on her once and her hair was too thin for it to stay. Now that bettyanne mentioned the rubber bands used on braces, I will sure try that... I actually use them because I have braces... so I will let you know how that goes once I start hairstyling Luna... lol
P.S. please tell us more about your baby... we'd love to hear!