Okay, so my current challenging hair-cut aside, the number one most important thing for me is to get my shampoo and conditioner sorted out or my hair does not look good. Once that is sorted, I really love oleo relax from Kerastase. I am perennially unfaithful to hair products but this one keeps me coming back. I apply this when my hair is still damp and comb though. Then I either air-dry or do a little shaping with my blow-dryer. I think the main reason I like Oleo-relax better than other comparable products is the light texture that makes it easy to distribute through my hair without too much in any one place. It is very easy to control the dosage.
If I am blow drying often, like I do in the winter, I use a more protective product, either Ciment thermique from Kerastase or Aveda damage remedy daily hair repair. I actually think the Aveda product is better (leaves my hair softer), but Aveda is more expensive in Europe and Kerastase cheaper.
Besides that I sometimes use a gel wax or a dry wax to make the ends piece-y, but I haven't found a particular product for this use that I am fully satisfied with. What my hairdresser did in the photos that I posted on the hair-disaster thread is she took a large amount of mousse and dabbed it here and there (no comb-through) and then let it air-dry. That also created a piece-y look and is probably a good strategy if you don't want to lose volume.
What's your current strategy?
