I read though the post below since I have thin/fine hair that is chin length. I've been using a dry shampoo (white powdery ick) I bought yeeears ago but I'm assuming there has to be something better out there.
I use the original Suave one (silver can w/a yellow cap). I vastly prefer it to the Keratin version (gold can). The Keratin one leaves no residue, but it doesn't seem to do anything to make my hair look less greasy, either. If anything, I feel like it makes my hair look even dirtier.
The original Suave leaves a little white residue in my dark hair, but it's easy to make the residue disappear by brushing it or putting a little warmth on it, like with my hands.
I've also used corn starch mixed with a little cocoa powder to make it darker brown. That worked well, too.
Corn starch is great, and it's cheap. I like the original Suave, too - I agree with Kore, the keratin version seems to do little to nothing for absorbing oil. It does leave powdery residue in my hair, though!