Definitely change the position every now and then like Kaddy says, and here are also a few things I do and I've worn protective styles for over a decade as my main style option:
1) Never sleep in your bun! I got breakage this way
2) I choose not to use pins, but if you do, use as few as possible and use the "open" ones, not the ones you have to pry open to put on your hair
3) Use satin or silk scrunchies
4) Don't put anything on too tight. Even silk or satin will wreck your hairline if it's pulled too tight in back
5) Be careful when adding clip ons. The combs they have inside sometimes pull hair out. When I sported a fake pony, I used tracks about 10" long and I wrapped it around my ponytail and stuck a couple of pins in to secure, and wrapped a satin scrunchie arond it. This was the best for my hair, and it was very stylish like a long Sade ponytail. I think I'll do this one again!!