I am surprised that no one mentioned Buffs yet http://www.buffwear.com/pages/house-of-buff.php. I bought a couple, cut them in half, and use as a headband when it's warmer and a head covering when cooler. Fits very nicely under the helmet, keeps my medium length hair in check, makes me look ok when I take off my helmet, keeps sunblock out of my eyes (because I wear the Buff pulled to just over my eyebrows and don't need sunscreen on the forehead), and ... keeps sweat out of my eyes.
2001 Trek 7500 FX, converted to a hauler - Serfas
200? Marin hybrid - Selle San Marco
2004 Trek 5200 - Avatar
2011 Trek 6.2 Madone - Ruby