I think this issue was brought once before - at least in the span of my membership here.
Yeah, headphones and hair products don't mix too well... that is, unless you're the type who doesn't care about how you look in public.
The way I deal with it is to listen to headphones at night before going to bed. I could care less about how I look then.
One trick might be to tilt back the headband so that it rest on that natural hair parting point on the upper back of your skull. I've found that, with a short hair cut, you can just run your fingers through your hair at that point a bit after listening and it'll look natural again.
Normally, I refrain from listening during the day partially because I don't want wax or gel building up on my headphones. Plus, I can't listen to a full size can at work so it seldom gets to be an issue. For daytime, canalphones works best.
