The problem I have using the pony tail bands is I can't see the color of the thread on the bobbin. So I make sure I put the same color band as the same color thread. That'a big help. I like the round bobbin holders too. Have you seen this?
http://www.superiorthreads.com/shop/...onut/products/
I ordered one from Connecting Threads (cheaper) and it's super for applique, handpiecing, or mending, all the colors needed in one place.