I wear a coolmax head wrap thingy (skull cap sort of thing) when on training rides and long course races (half ironman/ironman). Sort of like this one: http://www.rei.com/product/697116 - Mine has a bungee in the back instead of a tie. It goes on fairly quickly and helps me feel cooler in heat and warmer in cold.

Mine is actually made by Pace Sportswear: http://www.pacesportswear.com/digitalhelmetliners.aspx (or in solid colors - http://www.pacesportswear.com/solidhelmetliners.aspx) - it has a soft border where it touches your skin around the edges and the rest is coolmax.