I tried an ace bandage. I tried the Ultimate Chinstrap (Russ and Mary are awesome, but unfortunately the strap just doesn't work for me).
So I set out to make my own and have had good success with it, so I thought I'd share it for anyone who is struggling and looking for ideas.
It is made out of flannel that my kids picked out. I wanted Hello Kitty or Angry Birds, but they chose flannel (they're 3 and 7, go figure). I plan to make a version 2.0 out of a lighter material for the summer. Perhaps some linen. I don't sew, but I learned how to use my wife's sewing machine for this little project. It took me about two hours including figure out how to sew.
It is nice and soft and comfy. Plus it's just sexy as all get out. I'm sure my wife swoons once I get all rigged up.
I use a Swift FX nasal pillows, and put it on over this chin strap. The great thing about it is that it keeps the mask fitted perfectly and prevents it from sliding and shifting around my head. Helps with any issues from waking up due to a misplaced mask. Also, the tension keeps your lips closed with high pressures, but this strap still allows you to breath, talk, cough, etc. if you need to, unlike tape.
The main view. The strap goes around my head and is just a little loose. To add some tension (but not too much), I put an elastic band in the back. The little "cup" on the right curves under my chin. This keep the strap from creeping up into the nasal pillows. All straps are folded in half and sewn on one side. The strap over the top is there to keep the whole thing from sliding down. The intersection of the two straps is where my ears are.

Here's the top view. The back is at lower left. You can sort of see the elastic in this photo.

The front view.
