I don't think I can deal with Etsy, but salons might be a good idea. Most of the headbands I tried on were from Tasha at Nordstrom, but they were just so dressy I couldn't justify them. The ones that weren't dressy didn't appeal to me. Beth, those are lovely headbands but way too expensive. I can't imagine spending more than $30. I will check out Club Monaco, J Crew, Anthropologie, and H&M.
Scarlet, what kind of headbands were recommended to you? Since my hair is the opposite of yours (yet strangely similar...), I guess whatever works for you wouldn't work for me. I think we have the same texture but mine is much finer and less full (boo).
I really wanted a peacock feather headband and I found a great one last year but didn't get it. Most of them are too dramatic and full for my taste. The one I tried had a smaller decoration and it laid flat against the head, which I liked.