I actually dealt with this same issue just last week.
I found several chignons on ebay that looked promising:
http://stores.ebay.com/WIG-MAGIC-USA
Also, Ken Paves and Jessica Simpson have a line of extensions, etc and the line includes a lovely chignon: http://www.hairextensions.com/product.php?productid=198&cat=0&page=1

My problem is that my hair color is difficult to match. So, ordering online without samples was not an option for me. And, as usual, I was doing this at the last possible minute. You can order a hair ring and match your hair color - if you have time.

Instead, I went to a local wig shop and bought a ponytail clip in piece. I then purchased a Hairagami bun thingee and it works beautifully. So easy - and my "hair" is so full. It's really very pretty. I'm not a fan of fake hair because I think it all looks so...fake. But, this piece (purchased for $30) matches my hair beautifully. My own boyfriend couldn't tell that I was wearing a piece.

Best of luck! I know how frustrating this can be.