I checked out the HeadShade at a local drugstore, and I think the only downside is you have to re-apply it often.
Coppertone has a new spray sunscreen. Coppertone sport spray. Drys in no time and puts a smooth shiny coat on your head. looks like plastic wrap! Its 30 spf and it stays on great! I just tried it at the end of last summer and it is great. It was suggested to me by my tattoo artist for my sleeve. It protects my tattoo from the sun and makes it really stand out