All of my daughters bows are on alligator clips. I slip them into the crochet hats/headbands through only one or two loops, then bring it back through the top so that the clip only touches her head a little bit. She never fusses or has a problem at all.
As a parent of a hairless baby, I need to use headbands and hats. When looking at purchasing these (as I did before I decided to make my own) I preferred the option of having the removable clip. JMHO