Clip-in hair extensions are the easiest option when it comes to a quick add-in. In order to keep the clips in place, tease your real hair right at the root to roughen it up a bit. That way the clips don’t slide out as the night goes on. Use a teasing brush, like Cricket Amped Up Tease Brush, $4.95, amazon.com.
It’s also a good idea to tease the hair above where you’re going to clip the extension in, horizontally, to give it some volume. This will keep the extension from showing, since your voluminous hair will help blend it in better.