Alas a topic close to my heart and ‘head’! After years of experience and experimenting with MANY products, I have narrowed it down to two. I tried to find things that don’t have too many of the stearyl alcohol (sp.?) which dries out the hair, and came across two products that I like:
http://www.jonathanproduct.com/dirt.html
Jonathan product’s Dirt, which you can find in beauty supplies (I found it with a greatly reduced price at Costco); it is a paste-like substance, yet the binders appear to be less alcohol-based and not wax-based. Allows for the ‘bed head’ styling without getting ‘crispy’ or flaky, and a mild, vanilla scent (important as it is very lightly fragranced). Holds really well without crisping.
And the second alternative is a product called Enjoy Creamy Pomade.
http://www.enjoyhaircare.com/pomade.htm
This one is more creamy, and has a stronger, coconut-vanilla fragrance; it’s a good alternative, but not as good a hold as the Dirt (a bit more greasy).
You should know that I shave my head almost bald these days, but if I decide to grow my hair out again (e.g. like the apple rep that’s demoing Leopard) then I go with Dirt. May sound a bit weird but I have ‘asian’ hair, which is coarse, but straight. I was in a real similar predicament to what you described, and did a bit of research. For me, the real problem with those hair gels were that they tended to dry the hair shaft out, and what’s worse, leave an unsightly residue/flakyness in my dark, coarse hair.