I wear a head cover under my helmet whenever its cold or raining. When its warmer, I wear a sweatband under the helmet. Both of them soak up the sweat pretty well. I just wash then every week or so.
My problem is the chin straps on my helmet. They get all crusty with sweat if I don't rinse them off every once in a while.
I guess that means I'm getting exercise, though. I mean, at least I'm sweating, right?