A lot of people pair their headlamp with a hat in order the balance out the usefulness and comfort. A hat will keep a headlamp properly situated all while making sure your head is ventilated. An alternative would be a headband. A properly fitted headband will not only provide comfort but is also likely to wick sweat better than the band provided with the headlamp.
This will also prevent sweat from getting directly on your headlamp, which can cause problems with battery operated devices.