Gym styles that work for me are braids, and using headbands. Both of which keep hair off my face and neck - can NEVER understand those that wear their hair down in the gym. Why?!
Avoid using too many pins and grips in your gym styles, they just come loose and you end up pinging them across the gym after an overenthusiastic lateral pull. Ladies who have shorter hair styles, or fringes, twist and pin them out of the way. Criss cross the grips for a tighter hold. Oh and make sure you put them in the right way!
Once you've finished your work out, give hair a good spray with dry shampoo and blast under the hand dryer (or use one of those hair dryer things if your gym has one!) this will help freshen hair up. I've also found running some Lee Stafford Ddouble Blow Mousse through dry hair, then blasting with a hand dryer helps give hair a boost, and also gives it a great scent.
So my survival kit for my hair? A few products and accessories that keep me and my hair on good terms. And my ass slightly less wobbly thanks to being able to go to the gym.