I swear by Redken 15 Spray Starch. Don't be put off by the word starch it does not leave any residue or leave it stiff or crunchy. It can be used dry or damp. I have long hair and iron it almost everyday but it's protected and super shiny.
The TRESemme heat protection spray is fabulous. It really is value for money, and can be used when you want to straighten your hair, or dry it using a blow dryer after washing.
Make sure to spray your hair from tip to toe for the best protection.