Well... a high SPF sunscreen is your best bet. The scalp is very, very sensitive. I was out in the sun for 30 minutes the other day before putting on sun screen and I have nice red head underneath my 1/8 inch hair. Even being the pasty geek that I am, you can't even tell I was out in the sun anywhere else but exactly on my scalp. It's like the burn starts right along my hairline, and stops right at the opposite end. If you're gonna use sunscreen, you gotta be pretty liberal with it. If you can't see some of it in your hair, you've probably got it too thin.
If you're doing yard work or out at a barbecue, get a bandanna or a hat. A bandanna can be quite comfortable and also keep your head from leaking sweat all over your face. When doing yard work, you can also dip it in water from time to time and it feels great. A hat works, but can give you funny tan lines and can give you a rash if you sweat into the band in the bill too much.