I really liked Walz cycling caps so gave their Jack Rabbit caps a try for running. NICE. Wick and breathe well.
They come in two sizes, dry quick, easy wash, and the women's version has a pony tail port. Many hats blow off my head but these tend to stay on well. If you want a shorter bill go with the cycling cap (http://www.walzcaps.com/caps_moistur...hreepanel.html)
http://www.jackrabbitcaps.com/