I was watching a Janet Jackson concert last year on tv and they showed her changing back stage during breaks. Her stylist put a shower cap, or one of those caps you would wear if you are going to bed with rollers on her face. After that, that is all I use. I like it better than scarfs because it has that elastic on it that makes sure that it is staying on, whereas the scarfs have a tendency to slide off. My two cents
Sylvia
Makeup Artist
www.facingcreativity.com