You could try a Dowrap
http://www.dowrap.com/
or a Buff.
I started wearing these (I have buffs and dowraps) when my hair was shorter and I found they kept it from blowing around my face. Now my hair is longer I still wear them as they stop sweat from getting in my eyes and if I have to take my helmet off in public places I don't scare as many people with my helmet hair.
The most effective way to do it, is to do it.
Amelia Earhart
2005 Trek 5000 road/Avocet 02 40W
2006 Colnago C50 road/SSM Atola
2005 SC Juliana SL mtb/WTB Laser V