I work out 5days per week, 60 - 90 minutes per day...(sometimes on saturdays, too...).
I am natural, and I sweat a lot,too. But I notice that the sweat is less intensive if I always keep on my silk scarf during the workouts. The scarf, however is usually drenched.
I go through multiple silk scarfs per week....
Because I get up at 4:45am to workout, I just don't have the time to wash every day. Knowing this, I make sure I clarify every single week. Its always my first lather....followed by my moisturizing poo. Which is then followed by my DC's.
My hair/scalp never smells because of the sweat or workouts, and by the time my 1 and 1/2 hour commute is over, my hair/scalp is dry anyway.
This works really well for me, and my hair/scalp has never been healthier. Every one is different, though, so I hope you come up with something that really works for you. Working is a must if you want to stay trim & fit!!!