You can wear a headband in a variety of ways, including with your hair up or down. Some headbands look better when your hair is pulled up, while others are good with your hair down to help keep your hair from falling into your face.
The style of the headband also makes a difference in how you wear it. If you are going to a formal event, you can get a jeweled headband that is worn on the crown of your head. A simple black satin headband looks best when you have an up-do for a wedding or other fancy event. More casual headbands can be worn with the bangs pulled back or behind your bangs.