With two boys, I cannot say I have much first hand experience with hair clips. Although my second child has a lot of hair, I just have no use for them.
I first came across Ribbies Clippies when I was 16 weeks pregnant, and I honestly was hoping for a girl just so I would be able to use these clips. They are beautifully crafted, yet simple enough to see the most important thing- your child's face. They have a grip on the inside for even the finest hair, and come in the cutest styles to match any outfit.
They sell for $6 per set, with over 150 styles to choose from.
Also made by Ribbies are the fantastically cute gift sets, and beautiful clippies holders.