I recently bought several 'cooling towels' on a daily deal type site. I cut one into strips, that doubled over, wrap around my forehead nicely. They really work well, pulling away sweat and giving great evaporative cooling. If there's the slightest breeze, your forehead feels chilled.
Just search for 'cooling towel' and you'll see descriptions like this: Dampen this synthetic space age towel to create a cooling aid significantly coler than ambient air. Advanced PVA material activates easily and quickly when run under water for one minute. Super-evaporative; Wear for hours, or wipe off for quick relief. Simply re-wet the towel to reactivate. Reduces the effect of heat stress and fights fatigue; Machine Washable
For now, I've been using a long rubber band to hold it in place. I plan to sew the ends together at some point, but haven't yet. They sell just premade headbands, but for the price, I went with a 4 towel set.
Paul