I exercise 5 days a week (usually in the evenings). I've been playing around with a new routine (simply cause I don't like sweaty hair). What I've been doing so far, which is working really well, is shampooing once a week (I use Shea moisture so no sulfates), and than the days I exercise I just do a quick scrub of my scalp with conditioner (not as thorough as co-washing..just enough to clean the sweat off). Than I put in product (I only use conditioner in my hair) scrunch it dryish and put it in a high bun on my head. If I'm going to bed this is how it stays till I wet it in the morning. If I decide to go out again that night I just skip the bun and style as usual.
Anyways, that was a pretty long explanation lol but I'd just say play around and see what works. Some days if I don't feel like using conditioner in my hair (in the shower) ill just rinse it really good with water. Just depends.