Some of my favorite things I use during my workout:

• Clinique Work-out Makeup This stuff is so fantastic. It stays on even with all the sweating without clogging up the pores. Keeps you looking faaaabulous throughout your workout.
• Goody's StayPut Headband This has been perfect for my workouts and I wish I discovered them back in high school when I had shorter hair. There's nothing more annoying than the little wispys poking at your eyes when you're trying to concentrate on the court... It's just a regular elastic headband with rubbery treads woven throughout to grab onto little hairs and make sure they're all in place.
  
• Sennheiser Sport Headphones Sound is alright, but more importantly, doesn't slip around out of your ears like other headphones while you're working out. I hate headphones that go over your ears or ones with the band around your head. I have always liked buds, so these were perfect. I was apprehensive about the part that locks it into your ear, but it comes with different size rubbery things so you can customize it to the shape of your ear, and it really does keep it from moving about. Takes some trial and error to get the right fit, but in the end, I've been more than pleased with these. Oh! And the best part... I can rinse them off under the tap after a workout and dry off with a towel... Brilliant!!!