you can get fake hair to clip on, i just can't remember the websites as not being really interested myself, but i'm sure someone'll be able to give it to you ;)

otherwise there's still the old stuff-your-bun method, which basically consists of using some kind of thick base (think something like a roll of foam made into a ring shape... but you could use just about anything that works), you use that as a base for the shape and size of your bun, and wrap a thin layer of hair around it, just enough to cover whatever you used as base. doesn't take much hair so you can leave more hair down and make it seem thicker without loosing on the bun size.

I have braid extensions that I use to beef up my hair. e.g. ikickshins.net/bulk.htm

It feels dry to the touch but it will look pretty natural in a bun (I've had people mistake it for my real hair before). I usually wrap a rubber band around it at the center, attach it to a ponytail of my own hair, and basically just twist it around to make a thick chignon or braid it and wrap it around a bun made of my own hair (I'm hoping that makes some sense). If you're wanting to stick stuff into it, you'd probably just want a loosely wrapped bun and then let the rest of the extensions just hang down the back.

My local wig store carries these extensions for the same price shown here. So, see if you have something local. :)

There are several things you can do:

First, to help your bun from being anemic, I would recommend using a sock bun: www.youtube.com/watch Do this with the top "half" of your hair. Then, once it's in a bun, you can either take a weft of hair (hair on a loooooong track) and wind it around your bun to make a gorgeous ponytail. You can choose any length of a hair track -- from 12" long to 36" long -- and in any color or combination of colors you'd like.

The other thing you can do, after your hair is in this sock bun, is buy a hair piece that has a bun cover inside of it. Basically, on the back of this hair piece there's a lace bun cover, usually with a drawstring & a few hair combs sewn into it. Then you place the cover over your sock bun & you have a luxurious mane of hair hanging down from it. You can buy these not only in all sorts of colors & lengths, but also in all sorts of textures & styles. So, you could get a wavy one or a curly one & voila! instant 'do -- without all that time & effort, and without it "falling" on you with the heat of dancing. This is kinda weird to describe if you've never seen one before, so I'll try to take pics of one of mine tonight & put them up.

You can also do a 3/4 wig -- which is basically a bigger version of the one I'm describing above, but it covers the back 3/4 of your head. Then, put a headband or scarf around where the wig meets the hair on the top of your head to disguise the edge of your wig & make it look more like your hair coming out the back. Again, you can get these in any range of color(s) and all sorts of lengths and styles/testures. The 3/4 is better than a full wig, IMHO, because it looks more natural because your natural hairline is in front. It's also not as hot to wear as a full wig.

You can buy either of thse hair pieces at any beauty supply store (I would recommend going somewhere that beauticians who install extension would go - and not Sally's - if you can help it at all) -- they're SUPER cheap & really beautiful.

Do a sock bun with fake hair mixed with your real hair.

I haven't tried this myself but I betcha it'd work. Wrapping fake hair around anemic ponytail and then sock trick. Hmmm....

When I was trying a few weeks ago to come up with a hair style I was astonished how big it looked just by looping it in small sections - for some reason it just made it seem like I had masses. Perhaps rather than putting it into a bun or braids you may have better luck pinning it up in sections for a bit of volume? There's pictures of mine in my profile if you want an idea.