Something you might consider is some of Quattro's work on etsy. I haven't received mine yet (ordered one as a birthday present for me after drooling over them for weeks), but I've found that very narrow sticks tend to stay a lot better than the thicker ones, and he makes very lightweight titanium and aluminum ones with microgrooves that are supposed to make them stick better. (I highly suspect those microgrooves are the result of going over the stick very lightly with a file, but hey, if it works it works.) Unfortunately, his stuff's on the expensive side.
In the realm of things that might help your hair stay up that aren't sticks, I tend to wear my Zannclip daily because its hold is just absolutely secure and it's very lightweight and comfortable, but I'm also enough of a dork that I find the spring aspect neat. I just got in my order of Flexi-8s, and those seem like they'll do the same thing. The thing about them is that they have a stick, and then something holding the stick on the outside, which compresses the hair it's holding and generally makes it stick better, while still being very lightweight.
Good luck!
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