Well, I've been trying to control my fly-away hair for 46 years with varying degrees of success. My hair is thin and baby-fine, and I have had the most luck with styling mousse and a lot of hairspray. Unfortunately, that look is no longer in style, so I make do with the hairspray and do the best I can.
Because my hair is so fine, I can't use products like Frizz-Ease. It weighs down my hair and makes it look oily. Frequent haircuts don't do much. Actually, coloring it helps plump up my hair shaft and adds a little extra weight to keep it from being as fly-away as it usually is.