Reddit mentions of Conair Styling Essentials Firm Hold Bobby Pins 18 ea, Black, Pack of 1

Conair Firm Hold Bobby Pins are my go-to - they're longer and much stronger than normal bobby pins and they never slip in my hair (I also have very thick hair that can get slippery). I also use these hair pins for updos - they're better when you're trying to hold thick hair together in something like a bun.

As for styles:

• My failsafe is a braided bun. One braid from the nape of the neck down, wrapped into a tight spiral and pinned. I can have it hold up with only four Conair pins and maybe six or eight of the hair pins if I can't find the Conairs.
  
• If I want to dress it up a little, I do a French braid starting on one side of my head, but only taking hair from the "outside" of the braid (so the right if I start on my right side, or left if it's on the left). If you keep adding hair all the way around your head, you get a crown braid; if you do this only up so that it's parallel with where you started (generally I start right at one ear and end at the other) and then just finish the braid straight, you can wrap that in a spiral and then pin it. Now you've got a cool rose-shaped thing on the back of your head.
  
• Cheating! I make my own snoods, but you can buy them online (here's a cheap set). Snoods are basically bags to keep your hair in. They're easier for me than hair scarves (I always feel like I have to do origami to make them work), they can be pinned in place if you're really worried about them not staying up on their own, and they can be coordinated with your outfits.