I would try a Sweat Gutter or similar product but make sure the gutter "empties" behind your ears not in front of the ear. I use Halo headbands and caps, but find the rubber strip a little too short and the sweat drips on the side of my face.

Also +1 about checking your hair products. Recently I started to get a number of painful pimples with blind heads on my temples and hair line. Started to think about it and realised I had started to use a new shampoo/conditioner. Changed shampoos, no new pimples, started back, pimples returned. So I think sweat mixed with the shampoo did irritate my skin.