I love duct tape. It’s pretty much my go-to craft material.
You start off with fancy duct tape. I got mine here. Just stick it down to a solid headband. (I usually get mine at the dollar store. They come in packs of five or so.)
Trim the edges of the tape, but leave a little so you can fold it over to the bottom side of the headband, and you’re done! You have a custom duct tape headband, and you are totally rocking’ it!
So this is the way.