I normally don't like to use hairspray but one that I use ocassionally is Kiehl's Climate-Proof Shine-Enhancing Non-Aerosol Spray ($14.50 for 8.4oz, kiehls.com). It has a medium to light flexible hold that doesn't make my hair feel hard or stiff. Plus, it also gives my hair a light glossy shine.
The good thing is you can use it no matter the weather condition, be it super hot or icy cold. During the winter, I like to spray a little to keep my hat hair under control or to spray my hair for an evening out.