Must be short of ladies so I'll have a go. In situations like this I resort to one of the pricier brand shops. For example, http://www.sweatybetty.com/clothing/...ries/?page=all
has some accessories they call headbands. When I popped into the Edinburgh branch once, on a similar mission, the staff were very helpful, and even gave me advice where to get a decent run in the area. In cases like this, a bricks-and-mortar visit is worth it if you can swing it.