I used to use silicon hair molding paste, which was really awesome when I grew it out into a full mohawk - I could poke my friends with my hair which was pretty cool.
Now, in Ecuador if I were to do that I'd get picked up by the cops every other day or so, so it's safer to look like a square.
Edit: See what I mean? Paleass. I sepia-toned it to make me look less like one of the undead, since in reality I'm so white that I glow in the dark. You can see that my skintone matches that of the ecru wall behind me, lol!