Algemarin Dry Shampoo is one of my favorite things. If you get up in the morning and discover that you've waited one day too many to wash your hair, this is the stuff you use. Using it buys you an extra day (two if you count the next day as a ponytail day). Greasy-looking hair is a particular problem for me and my fellow blondes; brunettes can just get away with it longer. And it is a testament to what a bad person I am that I have gone through an entire bottle of this stuff in the last six months.
It's a little hard to find; the best price I've seen is on Amazon through Cosmetic Solutions (under the brand name "Algemarina"). At $7.99 a bottle, it's not particularly expensive, and it has saved my ass a number of times. There are other dry shampoos out there that I have not tried. I did a little research and the internet consensus was that this was the best. Psssssst and Klorane are two other brands, but they are both more expensive and get lower marks from testers.
BTW, I heard an interesting tip one time: clean your hairbrush outside so that birds can use your hair to make nests. I don't know if there's any truth to it, but I've been doing it anyway. Does anybody know if birds really do this?