Mix a little baking soda with your shampoo. For instance, with a handful of shampoo, add 1/4 cup to 1/2 cup of baking soda. Lather the baking soda/shampoo mixture into your hair and let it sit for 5 - 10 min. Shampoo it out. Baking soda will help remove build up from your hair. And it's a safe, household product that you probably already have at home.

If this doesn't work, go for something a little stronger like dish washing soap. This has a very high pH level and it will definitely remove a sticky or greasy build up, just as it does with greasy dishes. Just be sure to leave it in your hair a few minutes and follow up with a good conditioner.