As far as I've seen, most triathletes are wearing pretty standard issue when it comes to the run. I always settle for a light colored cap so as not to roast in the early morning/afternoon sun, especially here in Cancun. Your run cap can come in all colors and sizes so I thought taking a look at what the pros are wearing is a better choice.
Take Craig Alexander. Here is the winner of the Kona Ironman 2009 from the land down under, modeling a very innovative MP3 version of the visor headband by Headsweat.
Before I could ever dream of becoming a triathlete, I remember perusing issues of Triathlete Magazine, back in the day, and seeing this very blonde woman gracing the front cover. Her name is Michellie Jones, Aussie Ironman competitor and champion. When I did my first 70.3 here in Cancun, it turned out that she was also competing. Imagine my shock when I saw this woman, who I had seen on so many covers and in so many ads over the years, famous in the triathlon world, suddenly show up in a competition you were doing. It's the equivalent of seeing Jason Priestly all those years on 90210 and then running into him at the supermarket.
Like I said, during that one 70.3 I did, I wore a white cap and lots of water. Yep. Water. Gave myself a bath at every aid station. If a breeze wasn't going to cool me off, ice cold water drenching you and running down your head and back on a hot day is the most delicious feeling in the world.
So go with what you feel most comfortable.
And a little water never hurt anybody.