My hair is very thick and curly and in layers, so it's a challenge to keep it all neatly contained. I treat it like a mane I'm going to braid and not wash it right before trying to do something with it. The morning of the show, I wet my hair and put in some type of styling product like gel, or mousse. Something with a lot of hold! I then comb it into a low ponytail and secure it with a band. I wait for the hair to dry before putting on a hair net. I use three: the first one goes over just my head. The second goes just over the ponytail. Then, I pin the ponytail up on the back of my head and secure the entire "do" with the third net. Anal, maybe, but my hair has never come loose!
I also make sure I have the ever-important baseball cap at the trailer to wear when I eventually take the helmet off, since no one wants to see me without! The "do" is functional, but not very attractive.