All shampoos and conditioners are not the same. If you've been buying volumising, hydrating or other specialised types of shampoos, make sure they match your scalp type, not your hair.
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About.com's Women's Hairstyles site explains:
Shampoo is meant to clean your hair and scalp of dirt, oil, and hair products. While it's common to think of shampoo as a hair cleansing agent, it's more important to consider your scalp when choosing a shampoo.
My rule of thumb is this: shampoo should be chosen based on your scalp condition; conditioner should be used to treat your hair. This way, if your scalp is oily and your ends are dry (which is a common problem), choose shampoo that is best suited for an oily scalp and a conditioner that is best suited to hydrate your dry ends. Why? Because like your face, treating the oil conditions on your scalp (whether it's dry, oily, or somewhere in the middle) begins with proper cleansing. Introducing the proper moisture back into your hair can be accomplished by selecting the right conditioner.
If you have an oily scalp, look for volumising, strengthening, or balancing shampoos, which don't add as much moisture to your scalp as other kinds. Conversely, if you have a dry or itchy scalp, avoid those types of shampoos and look for ones that are hydrating or smoothing.
Check out the article below for a shampoo glossary and more hair styling advice.
Shampoo 101: Choosing the Right Shampoo [About.com Women's Hairstyles]