I wear a headswetas coolmax doorrag bandana thingy. You could just tear up a cheap 5 dollar coolmax shirt and make one.

http://www.headsweats.com/

I had the same problem, hour of hard cycling to get to work with no shower, made for helmet head hairdoo. These things are a awesome, now i get to work and just need to comb out my hair and im set.

I dont cycle without them now.