I recommend a very small amount of pure coconut oil. For one thing, it contains no synthetic chemicals, like too many skin products do these days. It is incredibly good for the skin overall, and helps with lots of conditions.
It doesn't make my head any more shiny than it is (which it isn't at all - lol). Big emphasis on "very small amount" though, because too much will make you feel oily/greasy. After your skin absorbs it, it feels awesome to the touch.
However, I would not recommend using it if you plan on going out on a really hot/muggy day right after applying it. It just feels kinda gross if you sweat or perspire before it's absorbed.