You could try a more moisturising shampoo and conditioner designed specifically for dry hair; (there's probably one in the Pantene range that you use already).  You could also use a deep-conditioning treatment once a week or fortnight to help to moisturise it (like an intensive conditioner that you massage into your hair and leave for 10 or 15 minutes).

Give your hair a final rinse in cool water when you've finished washing it and when you dry it with a towel, blot it very gently, patting your head with the towel rather than rubbing it and mussing up your hair.  Then wait until your hair is 80% dry before combing or brushing it.

If you use a blow dryer, apply a heat-protective product (usually a spray) to your hair and also wait until your hair is 80% dry before blow drying.  Point the blow dryer downwards and use a low or medium heat setting.  If your dryer has a nozzle, attach this so that the air comes out in a narrow shaft that you can concentrate on individual strands of hair.  Run your fingers through your hair as it dries rather than a comb or brush as this will minimise the frizzing.  If your blow dryer has a cool air setting, use this for a minute or two at the end of drying.  Keep blow drying to a minimum, though, and only do it to nearly-dry hair, to prevent your hair from drying out more.

You might also want to use a serum (these are usually applied to wet hair, but check the label) to reduce the frizz and add moisture to your hair.  John Frieda's Frizz-Ease is one of the most recommended products for this.

Wearing a hat is probably not helping as it may create some static electricity in your hair, which will cause a frizzing effect.  I suggest that you stop doing that.  Also try to use a comb rather than a brush when your hair is dry.

Hope this helps, good luck!

p.s. I notice you have posted this in 'product finder' so you are probably looking for recommendations of actual products. As I live in Europe, you may not be able to get all of these where you are, but here are some that you might want to look for:

 - the 'Aussie' range, especially the Miracle Moist shampoo and conditioner made with Macademia nut oil and the 3 Minute Miracle intensive leave-in conditioner.  I believe there is also another new version of 3 Minute Miracle designed specifically to reduce frizz.

- John Frieda Frizz Ease range, especially the original Frizz Ease serum

- Paul Mitchell 'skinny' shampoo

- Lee Stafford heat protection spray (for use before blow-drying or straightening with irons), comes in funky pink packaging but I think it's only on sale in the UK

- GHD heat protective products (although these can be a little oily, but if your hair's dry that might not be a problem)

- other people on this forum also recommend jojoba oil

- in your diet make sure you drink plenty of water, cut down on caffeine and alcohol, and also get plenty of proteins and essential fats from oily fish like tuna and unsalted nuts like Brazils and walnuts; these are all very good tips for healthy, shiny, soft hair!

Hi there

Dryness:

• I think you might need a change in washing routine. The more conditioners you use, the more moisture you can restore to your hair. Since adding a second and third conditioner, I've had shinier hair. It's the same effect as waiting for your second, third day hair with natural scalp oils. Maybe use a light conditioner such as Suave Citrus Smoothie, or Suave Milk&Honey, after you shampoo (and before you use your usual conditioner) (wash, condition1, condition2). more information on washing routines http://anaissatin.freespaces.com/cleansingmethods.html - here .
• The other culprit to your dryness might be the shampoo you are using. If it contains Sodium Lauryl Sulfate, Ammonium Lauryl Sulfate, or Ammonium Laureth Sulfate, then chances are it's the shampoo that is making your hair dry. Harsh cleansers, such as these, can contribute to both dry hair length AND cause the scalp to overcompensate in producing more grease.

Look for a shampoo that contains Sodium Laureth Sulfate, and not the others. Note the -eth on the end of Laureth, and this ingredient is listed second on a product label.

The other possibility is that your hair isn't dry at all, but it's just silicone buildup. Pantene's conditioners tend to build up on hair because they coat the hairs, and shampoos are ineffective at removing this relatively thick coating. Eventually the hair will feel brittle or dry, but it won't actually be dry. Removing this gunk is easy - you'll often hear it referred to as "clarifying" or "clarification". Take an empty 20 oz bottle and put in 1/4 cup of vinegar, then add water all the way to the top. Pour it through your hair and scalp after your shampooing. (Don't get it in your eyes) Then condition as usual, whether you use one or more conditioners.

Hope this helps
Anais