I have very fine hair and although I'm very fit I sweat a lot during exercise. My hair can literally be dripping. I've tried tying it back, having it loose, sweat bands etc. Nothing keeps it tame and dry.
I do a contact sport and I think it grosses out my training partners as we have to touch heads sometimes.
Once sweat from my hair literally sprayed onto someone 
I'm losing confidence. Interestingly the sweaty blokes don't care!
I wash my hair before and after every workout too.