Back when I had waist-length hair, I found it best to braid it into two long braids and then wind them around my head, Tyrolean-style, if you know what I mean. Anything swept straight up to the top of my head gave me a mammoth headache, and the time I tried a very high ponytail that I then braided ended up with me clobbering another skater when I went into a spin...
I've had many, many, many hairstyles over the years. The one where my hair was in lots and lots of tiny braids (not cornrows, just braids) was amazing but they all had to be plaited into a much thicker braid for skating. Spinning with them loose was dangerous. Nearly took one of my eyes out, but I had to try it just once!
Never had much success with buns. My hair has always been very, very thick and heavy. Combine that with excellent condition and it just won't stay in a bun. As a child, a ballet teacher became so fed up with it always falling down that he placed a pair of sheep sheers on the piano in the dance studio and threatened to cut it off to a "more reasonable" length if it fell down again. It fell down, he wasn't bluffing. Chopped it off, handed it to me and told me to go and sort myself out and return to class. My nanny, who was waiting in the changing room, was mortified when I came out of class and waved all that hair at her. My mother, however, never noticed...
What I'd really like to know is how Tiffany Zagorski skates with her hair in that beautiful bob? My hair is currently bobbed (albeit much more like Anna Wintour) and I struggle to see where I'm going most of the time. I also look more like a disgruntled Shetland pony than an elegant ice dancer...