I find the usual headbands you can get online a bit big, so I made a smaller one for myself that would also fit on the hood of the costume within the ribbed area.
This particular piece was constructed from a beer can. I like to keep things classy like that.
The thing was actually attached with a magnet sewn on the inside of the hood, so I could remove/reattach the headband easily. Because a piece of beer can is a bit fragile, being able to take it off when I put the hood down kept the headband from being damaged. Also good for keeping your ninja identity a secret....harharhar.