I've seen two ways that people have displayed their headbands in a vertical manner. It takes up less room, makes some headbands more at eye level and can be seen from father away. This could be a good idea for fairs and booths.
This display is made out of pipe used for plumbing. I'm not sure the diameter. Just take a headband to the home improvement store and find the size that fits.
Or you can use round galvanized pipe in the same manner. I didn't get a picture of this one! They both look really good.