It took a while to come up with something that works for me. I tried the chapstick trick, but it was a no-go.

Depending on the weather, I use a headsweats type of cap. If it's really hot I use a coolmax classic. That way I can soak it in cold water before I leave (and on my ride). Otherwise I use their topless band which soaks up the sweat as it's running down my forehead.