What is the best way to keep costume cat ears attached to short hair without a wig?

Get one of the cheap ';arrow thru head'; headbands, cut off the ';arrow';, and attach the ears. You can usually buy these in one form or another at most large chain stores like Wal-Mart. They are made in various forms, such as devil horns, googly eyes, jumping spiders, and yes, I do believe in cat ears as well.What is the best way to keep costume cat ears attached to short hair without a wig?
Headband?What is the best way to keep costume cat ears attached to short hair without a wig?
A small headband in the color of your hair.