Paul Mitchell Super Skinny Serum!! It is AMAZING, light weight and gives hair a soft, bouncy and sleek feel. I used to use infusium 23 & water mixture to set but ever since I tried Super Skinny I never turned to anything else. Also, it gives your hair so much slip so when you comb through with a rat-tail comb you don't have as much breakage.
It is pretty pricey but Sally's has Generic versions of most of the Paul Mitchell products (I haven't tried them but I heard they are pretty comparable to the real thing) and those will cost you i think around $10 or less (someone else correct me if I'm wrong) as compared to the $18-25 pricetag of the real stuff.
You can also get a mini version (I've seen these in CVS or in salons that carry Paul Mitchell Products) if you wanted to test it out first. I got a mini bottle for 6 dollar and I've been hooked ever since!