Even though I have a ponytail, I wear a coolmax head cover dealie, and it makes a difference to my temperature regulation on my head, especially on hot days (and I notice on cool days it keeps the sweat moving and me from getting chilled). I don't think that would help with the hot hair against the back of your neck, though, unless you piled it in. Maybe you could wear a sweatband behind your hairline?

This is what I have, but I think with short hair it might not work as well:
http://www.rei.com/product/767966

Sweatband?:
http://www.rei.com/product/697118