How can i keep my hair from sticking to my face when i am running?

I am a male, i run pretty fast and i've tried bobbles, hairbands and those little brown pins but they all fall out. I see girls running all the time and they don't seem to have a problem... maybe because my hair is thick (ish). I saw crocodile hair clips on ebay- would they keep my hair in place when i am running? Thx peoples.