I feel your pain– my hair is the exact same way. After 28 years, the only thing I’ve figured out is how to keep it from looking less gross and dirty by mid-day (don’t you hate that? I want a shirt that announces that I shower twice a day).
First, I spend a ridiculous amount of $ on shampoo. I use Living Proof “Full” shampoo, which at least does not weight it down. I lightly, lightly conditions the ends every few days using the full conditioner. Most products are waaaay too heavy for me– if I use anything, it’s the Living Proof Root Lifting Spray (I like Aveda’s, too). No other products– I get so mad that every time they cut my hair they insist on putting mousse or other crap in it, promising it won’t make my hair look greasy. Yeah, right. IF I need to use hairspray for an updo or something, I’ll use Elnett by L’oreal– a cult classic for a reason.
I blow dry my hair upside down, and that does seem to help at least in the AM. I’ve tried the whole round-brush, velcro roller thing, but I don’t see enough of an impact to bother.
I keep it short, always above my shoulder. Really, anything longer than my chin looks pretty gross (though it doesn’t stop me from trying every couple of years). I get it cut “forward flowing,” which seems to be the best way to give it some movement and volume.
Most importantly, I almost never leave the house without dry shampoo. I swear by dry shampoo. I get panicked when I don’t have it, stupid as that is (to the point where I buy 2 cans at a time, so that I don’t accidentally run out). Around 2-3 I’ll do a quick spritz of dry shampoo and brush it out. Most of the time, not only does it help with the grease, it also gives great volume that somewhat lasts. After trying a bunch, I really like Not Your Mother’s brand Clean Freak. They carry it at CVS IT’s a good price and the best I’ve tried. However, since Pssst makes a travel-sized can, that’s what I keep in my purse.
In the end, though, the thing that has helped me most is just trying to accept it for what it is. I’m a natural blonde, and it’s really common for blondes to have this kind of hair– sucks, but what can you do? You just gotta go with it. Looking at celebrities with thin, fine hair helps, too: Cameron Diaz and Claire Danes are two good examples. I make sure that when I am getting my hair cut or done for an event, I bring photos of THEM, because it means the hairstyle is realistic for me.