One of my absolute "can't live w/o" accessories are hair ties from Patrick Cameron.  http://www.patrick-cameron.com/accessories.html
I cannot make a pony tail or base without them!

Scunchi makes some claw clips for thick hair and they work really well.  They're the only claw clips that will hold all of my hair.

Of course, I can't say enough about Amish hair pins.  A must have.

Although I have a lot of hair, it's very fine, so not particularly "thick."  However, I just had to add something to CurlGirl64's comment about Scunci products. 

I absolutely love their "Hair Hosery" elastics.
http://www.scunci.com/product_detail.aspx?gid=4&pid=9999999999

They not only have no metal parts, but they have no "seam."  You know how the usual "no metal" elastics have that seam where the ends are sort of melted together?  They always come apart on me!

But these Scunci elastics have no seam and are so soft on my hair.  I love them and won't use anything else. 

They can be difficult to find (they don't carry them at Target but I usually can find them at a grocery store like Kroger or Albertsons) so I buy 2 or 3 packages at a time!