I use a Kerastase sun protection product. It is a creme which gives you a polished look rather than wet look to your hair. It's expensive but worth the money as it makes a huge difference to my very dry hair.
how about one of those very slim plastic alice bands? I bought one from Boots today specifically for the same purpose. I like the fact it keeps the hair back but with some softness around the hairline rather than the sloaney severely held back version of the 80s