My daughter, almost 6, has very fine, very thin, very straight hair, which she wants to grow out. I want to honor that, but it is pretty hard. I know (sort of) what to do with my own hair, which is very thick and wavy/curly/fluffly (depending on the day). Have to admit, I was not a normal little girl who played with hair -- mine, my friends', my dolls' -- when I was little, so I've only mastered a couple of things with my own hair. With my daughter, it is impossible -- I try putting in barrettes and pony tails, and not only do I do a pretty lousy job, but everything slips out! She really should have her hair styled in some way -- both because it looks better as it grows longer and because she is very active and not very oriented toward staying neat, so she gets food and stuff in her hair all too often. I convinced her once that she'd be better off with a bob, but now she is back to wanting long hair again. So, what do I _do_ with it?

My 6 yr old sister has the same problem--thin, straight, fine hair.  Her hair would look better short, but she wants it long, and now it's about 2-3 inches past her shoulders.  Braids are the only things that really work.  Even just simple pigtail braids.  We try pony tails, but they usually slip out.  Usually, when Mom and I don't have time to fix her hair, she just wears a headband (a plastic one) and it looks awful.  
   A word of warning: watch carefully if she's using barrettes and clips close to her face, because they can cause breakage.  My sister wore clips to keep her hair out of her face, and she has so much breakage it almost looks like long bangs.  I think most of it was caused when she put the clips in herself, then ripped them out (along with her hair), over and over again.  Whatever you put in your daughter's hair, make sure you're the one who takes it out!