I really don't think tight hairstyles would be good for ones hair...Being that it puts tension on the strands and scalp. I would think pulling the hair taut would cause frizz and quite possibly breakage. 

I have trouble with this giving me migraines too.  I find that tucking the tail all the way underneath on the last coil helps.  Then I anchor the sticks by sort of fig 8'ing - i.e., I put it through the coil next to the outside on, pull it over said outside one and anchor - on the other side I try to go through the next to outside one and anchor it over the outside.

Oy!  I just know that didn't make much sense - it's basically using the bulkier part for anchoring and using it to tuck the last coil underneath.

Also, more hairsticks in different locations to equalize stress can help.  Mostly, I think varying is good.

The braid is an excellent way to get better anchors...g

I'm always worried about the stray hairs getting away from me, maybe I could try a bun net to see how that works. I'm really curious about trying the braided bun, however my braiding skills are rather poor at the moment.
My hair feels and looks a lot better if it's not let down all the time, so I'm in the proccess of finding something easy and quick to do most days.

The braiding itself isn't too difficult, I do a braid over my shoulder for bed and two braid for working outside or such, but one braid down the middle of the back gets me. It's difficult for me to do something if I can't see exactly what I'm doing. I need more practice at that.

I realise I'm a bit late in replying, but I find for me that I can twist up a bun on the back of my head and then just put an elastic somewhere across it: maybe this helps?
By the way, if this is done above the ears on each side of the head, it looks vaguely like Princess Leia's hair 

I'm late in replying on this too, but I have some great advice I once read on another site.  I used to have trouble securing my hair in a bun without using hundreds of pins, twisting it tight, etc.  Now I can secure my hair using only three or four large hair pins thanks to this North-South-East-West advice.   Basically, as you coil your bun, you put a pin close to the scalp in at the bottom of the bun (North), then put another down (South). Then, still holding the coil, you put in East and West so that the pins interlock with North and South under the bun.  The interlocking pins allow you to coil your hair more loosely and still hold a nice bun.  I have very slippery, fine hair and it was hard to hold a bun without coiling it tightly, without feeling it pull on my head, etc. but when I read this advice, something just clicked and I was able to bun my hair using very few pins (sometimes I am able to put it up with only three pins) and I hardly feel anything at all.

Hope that made sense.

Kim

Actually, I've done it both ways.  I should have explained it better.  When I first learned how to make the bun, I would put in the pins AS I wrapped the coils, so yes, you would use more than four pins--and in this case, you would pin them a little to the right or left of the first pins, or you could take out the initial pins and reposition them.  The key is to have them "link" under the bun. 

Alternatively, you can create the bun and holding it in place, put in the pins. I do this now that I am more adept at bunning my hair.

Oh, and today, I'm in love with how I did my hair.  I'll share.  I actually created a high pony tail, using a very soft scrunchy. Then, I wound hair around it very loosely and secured it with four of those smaller "butterly clips."  It's a very glamorous look (and balances out my sweats--ha), it adds even more volume to the bun, and the weight is fairly evenly distributed--no pulling, etc. I was just playing around this morning and it happened. 

I also wear my hair in a french braid, dutch braid (a "backwards" french braid) or a plain braid in the back. 

Kim