I usually don't experiment too much with my hair either than throwing some pins in it. Even when I work out I leave it down, but every now and then I like to wear it in a braid. Lately my go to hairstyle for the gym has been a braided braid. It's really simple and I like it better than throwing my hair in a pony tail.
1. Separate hair into 3 sections & braid each
2. Braid all three braids together
Oh and if you are looking for another fun braid, try the Unicorn braid.