If you wake up late and don't have time to wash your hair (& don't happen to have any dry shampoo laying around) baby powder works just fine! I've been using it for years. Just sprinkle some on your roots (using a blush brush or just your fingers works fine) leave on for a few seconds and then brush and fluff your hair and roots thoroughly to get rid of any excess powder.
If you don't have any baby powder.. use some corn starch! Works just as well ;)