I do a "sock-bun". Super easy, looks neat, and I don't worry about my hair all over the place either.
All you do is take a knee length sock, cut off the foot part and roll the remainder into a donut shape. Pull your hair into a ponytail, thread the ponytail through the donut, fan the hair over the donut secure with an elastic and then wrap the remainder of the hair around the bun and secure with another elastic. Takes all of 2 minutes to do and lasts 12+ hours!