I'd have to agree with everyone about the braids. Seriously I think only Bo Derek can get away with the whole head of braids as an adult.
I have a ton of thick hair and these are a few things that have worked for me.
Headbenz Headband - The only headband that doesn't give me a headache. It's very flexible and doesn't dig in anywhere, yet stays in place. I actually picked mine up at a local craft fair. Really not like any other headband I've ever used.
Fake Hair scrunchy - I know you said you used a hair piece for your wedding. I love using the scrunchy pieces for a very quick hair do. I just put my hair in a regular ponytail and then wrap the scrunchy around it. Voila instant do! I love that it keeps it off my neck, yet still looks cute. I have two - a wispy one that makes my hair look spikey, and a curly one.
Now this I haven't tried yet, but someone here on the disboards was posting about these -
Knotheads. I'm a bit intrigued, but haven't tried them. I may just have to order one and give it a try. (I'm also a compulsive hair accessory junkie).