One should not forget all the tools PhilC has available. Using these tools a lot of clothing items can be produced and fitted to all kinds of characters.
Takes a little while to get used to but very powerful and versatile. Adding a UV mapper and some paint tool (or combined functionality on some programs, where you can paint on a model directly) will turn this into a full clothing design suite.
As with all clothing it is best to use the result as dynamic cloth as this will create natural folds (when used properly).
Once DAZ will actually deliver their promised dynamic cloth in Studio and Carrara this might all change as this is supposed to be a complete clothing design system (although you will probably need some of PhilC's tools to use the result in Poser and for different characters).

For a headband you can experiment with dynamic cloth. Flatten a torus, make it slightly larger than the head and set up an animation shrinking the torus; it will fit itself around the head (after several tries). Once finished save the result as an object and you have your headband.

For a headband you can also look around as there are several already available, with scaling you should be able to make an acceptable fit.