People with lung disease flat-out can't shower at my hospital. I use frederic fekkai brand, which is a high-end salon here in NYC -- it is an amazing product, and worth the splurge. bumble and bumble does a good dry shampoo as well, but it is colored to match your hair color (so you don't have white powder in your hair). i personally don't like that.
baby powder actually works just as well. what you're doing is soaking up grease and other gross stuff, so that your hair looks fresh. sprinkle in some powder on the roots and near the hairline, then rub it in vigorously by flipping your head, then brush out thoroughly. voila.