I wear a Halo skull cap in white. I didn't think it worked very well until I went off without it. Good grief, I was a sweat hog! Good thing I don't wear sunscreen on my forehead.

I found a Gizmo at the Solvang Century in March. It's a minimalist skullcap with a sweatband sewn in, and an elastic pull and plastic controller (for lack of a better term). That works very well under a helmet with pads; I didn't have to adjust the straps much to make it fit comfortably.