I so feel for you! I deal with the same thing all the time too. Part of the problem is that you are using the wrong "tone" to dye your hair. I know that with mine I have to use 7N which is neutral instead of ashey (green) and the other one which turns brassy/orange. I bought a violet colored shampoo/ conditioner which seems to be helping the the brassiness from when I colored with the cheap stuff last time.
The hairdresser who sold it to me, said that since our scalp already makes oils and conditioners, we just need to condition the part that goes into a pony tail. I am not sure if its working yet or not though....its only been a couple of weeks.
The only things that I have ever felt for solving this problem is chemical treatment. Back in the day, I would perm it, but now I color it. When I finally can't stand the grease anymore, then I go get it professionally colored. Its expensive, but we have an Aveda school here, so I can get it done for about $40-50 instead of hundreds. But, it does take a long time since they are students. Maybe see if you can find a place near you to do it more cost-effectively. (Sounds better than cheaply).
I can't use any products on it or will be so dirty I can't stand it. Like, it only works for about 2 hours tops! So, I can't recommend any of them. I did have one dry shampoo that I loved, it was from Bed Head, but I can't find it anymore, and I have no idea where I got it. But, I have had success from one, so it is possible to do so.
I wish you luck and hope that some of these tricks will help you some. I'm going to try some of them too.