Bosanbo, I think we have very similar hair -- my pineapple bun is always gone (or mostly gone) by morning. I just wrap things tight enough to stay in, I guess, and have grown out my front layers enough that they mostly stay back! I also just saw that Sally's sells plastic bobby pins, which are supposed to be great for fine hair -- I'm going to get some next week and see! Oh, also, have you tried fabric headbands? These are gentle and work great for me, whether I leave other hair down or put it in a bun.
3b, fine, medium density, low porosity
CG for 10+ years!
Wash: CJ Daily Fix
Rinse-out: CJ Argan/Olive, Regis Olive Oil, something by Giovanni?
DT: CJ Hair Rehab, CJ Repair Me
Leave-in: CJ CCCC Lite
Styling: Deva Styling Lotion (HG!!)