I just received mine as a gift as I've been dying to try these, but too cheap to spend $9.99 on something that might or might not work!  They work!  My friend bought my set at Walgreens drugstore.  It has a large, Medium and a mini.   She got mine in blonde because they didn't have an option for my haircolor, red, and it blends just fine because I'm a strawberry blonde.  A darker red would probably have to go with brunette.            Anyway, I think the key is hair thickness.  Like most of the other positive reviewers, I have thick hair, so I had zero problem with it staying...