I'm not a lady (but I did stay at a Holiday Inn)...

You might try shirt stays (aka shirt garters):
Shirt Stays | Quartermaster
I prefer the stirrup type (pictured here):
Sears: Online department store featuring appliances, tools, fitness equipment and more

Depending on the metal detector, while wearing these, one can have some fun with TSA. I wish I had a photo of the female agent's face when I explained why I, a pre don't-ask-don't-tell Navy Petty Officer, was wearing garters.