I got a braided hairband that I use when I am having a fly away hair day. I have really thick wavy hair with a lot of volume so it can be challenging to get my hair not to be so puffy looking. I can let my hair dry natural or use a diffuser to get a little body and curl. I then slip on my braided headband and tuck in pieces here and there to give it a messy, tossed look. I love these custom pieces from a crafter on Etsy at Puppycatmeow. But you can also buy them at little jewelry/accessory stores in the mall like Claire's.
One other styling tip that I have for all of you that have short and thick hair like me is a snug woolie hat. After I blow-dry and flat iron my hair, I always pull on a cap to help flatten out the volume. It looks in the moisture and gives my hair a little more of a demure look. If I decide to wear a hat in the winter, I always like to leave my hair peaking out so I don't look like I'm bald.