I second the ballerina bun; put that thing in tight with hairpins, put the lacquer on, and that sucker will last for ever. For a variant, I pull the pony tail in, secure the elastic a little bit away from the head, then "push" it in. This creates a bit of a wave at the front, which looks quite nice, and take away the severity; or, I will leave an inch of hair (measuring back from the hairline) at the front unbunned, do the bun up, then, pull the loose chunk back and wrap it around the bun and secure it in. Looks quite fancy, not as severe and takes no time at all.
We also bought rhinestone studded hairpins. Jerry's used to make them, however, I usually buy them from the local dance store. You insert these around the bun and it's all very pretty and twinkly. The ones I like are rhinestones around a larger centre stone - very noticeable without being overly bling-y.
Judges seem to like buns ... and they are so practical for skating, as you don't have to worry about hair in the eyes, or, being whipped across the face by a rogue ponytail during a spin!