Hi Poohbear,
I exercise 3 to 4 times per week and believe me, when I say I sweat, I mean I SWEAT! (Especially in my head)
I don't like wearing protective styles, however, I don't like the idea of running around looking like a Fraggle Rock either.
So what I do is while working out, I pin it up or put it in a ponytail and when I get home, I spray a little Pantene Detangling Spray and apply about 20 cents worth of Breakfree (that's more than dime size, but less than a quarter), and I wrap it up, tie a scarf on it and proceed with my evening.
My hair dries overnight and when I get up in the morning, I unwrap and go.
I hope that helps.
Superstar1908