Definitely get a cycling cap. They have those other halo things, or bandannas, blah, blah, but those are sorta Fred. You just don't see fast folks at races with those... and those are they guys who are out riding the major miles and know whats up.
Plus, I wear glasses, so the brim on cycling caps are very nice for keeping sun out of my eyes.
Also, for style points, one should attempt to color coordinate the cycling cap with the kit/helmet. Get a couple, since they should only be $4 or so, and wash them every once and awhile to ward off the funk.