I've used a spray bottle filled with salt water for a chunky, sexy texture for my long hair, and I've seen the same method used by those with short, textured cuts with success. It gives you that awesome beachy hair you get after swimming in the ocean.
I use a little bit of Dr. Bronner's Magic Hair Crème (organic, fair trade) a couple times a week. Does a great job of keeping my nopoo hair/scalp from feeling too dry. All natural, check it out: http://www.drbronner.com/DBMS/SD0802/PeppermintHairConditionerStyleCreme.htm
Beer is an old fashioned hair set. You set it wet, it is fairly crispy when dry, but brushing will soften the style. It makes hair extra shiny too. Good for 40's style set curls and such. Right now I have a homemade bee's wax/coconut oil pomade that smells amazing, but does attract particulate matter, so washing once a week is in order.
When my hair gets dry from the sun/wind I use about a teaspoon of coconut oil rubbed through it before washing. I use a bit of soap, not shampoo, to rinse it out. Shampoo is far more drying than soap.
I like to use deodorized lanolin as a hair wax. It seems like the closest thing to natural human hair oil, since it is natural sheep hair oil. It has pretty good hold for the special occasions I use it, and I'm not afraid to leave it in my hair. Plus, what could be more paleo than exploiting animals for aesthetic purposes?
I'm a guy with 2.5-3 inch Asian hair (long and coarse), and use water only.
I find that I really don't need to use any styling product in my hair. I just use a comb to even out the oils in my hair, then form into whatever I want. I can pull off a part in my hair, so it must be working.
Sadly I don't extend paleo past diet-related items. As much as I would like to... I think when it comes to hairstyling I can be a little high maintenance. The best I do is buy organic all natural shampoo and conditioner by Green Beaver Company, but then I'll use regular styling products and hairspray but feel guilty while using it. One step at a time I suppose.
I'm a no-poo guy, but I need something in my hair to keep it under control -- something that washes out completely, which means water-soluble. After hunting around, I found Jason Hi-Shine Styling Gel, whose first ingredient is water. Works fine, very mild vanilla scent, sold at Whole Foods, etc.