100% the Invisibobbles, but only the POWER version. They're so comfy (i've tried the scuncii ones too and seriously felt like my hair was being ripped out) and the coils give such a strong hold. They're the only thing that works for me when long-distance running or doing HIIT workouts.
They do stretch out, but will spring back to their original shape if you toss them in hot water. I usually just take mine into the shower/bath with me.