I use coconut fat. Normally it is hard and gets fluid when you warm it in your palms. I cover my whole hair with it and then sleep with a towel on my pillow. While sleeping it smells really nice and in the morning you can wash your hair with normal shampoo and conditioner and it is not oily or something. My hair is quite dry and this helps alot.
But you have to be careful which cocnut oil to use. The ones that say "for hair" are mostly chemical and contain little amount of natural coco fat. I use one from a health shop. The only ingredient is cocnut fat and you can also use it for cooking (which isn't possible with the one for the hair as it contains chemicals).
Natural coco fa t is quite expensive but you should give it a try!