lots of good advice so far. the only part i kind of disagree with is the baby wipe thing. it may work OK, but, i find that a large hand towel works better for a few reasons. first off, it's reusable, again and again and...well, you get the idea. being a cheap fu...uhhh i mean environmentally sensitive, this is important to me. also, a soaking wet towel across my body aids in the cool down process.
and let me second the + infinity rating for merrino wool. the stuff really is magical. i wish my entire wardrobe was made from it. comfy as cotton, laughs at getting wet and is absolutely odor proof. i can wear my merrino wool socks multiple days in a row and they are still fresh as a daisy. cotton socks=toxic waste after one day.