With long hair, you want to either braid or bun so you don’t have fly-aways all over the place, splayed across your back and flopping around. If your hair goes to mid-back, I would suggest a bun, because a braid that long will also flop around.
When my hair was short, like to my jawline, I just put a hat on. It was too short to pull back or put in a bun, and short enough that it still looked neat.
As soon as I could get it into a low ponytail, I just pony-tailed it (it was still too short to flop around).
As soon as it was long enough to braid/bun, I braided it and used a clip/net like this: http://www.rods.com/Crystal-Hair-Bow-with-Net,7255.html
You spin up your bun, and tuck it into the net below the clip.