If your hair is frizzy, chances are that you tried everything to tame hairs flying around that are unable to stay in place. Most of the time I don't mind my hair being a little frizzy. Still I've had my share of hair taming experiments. 
For my hair nothing works as well as oil based products. I have a lot of hair and it's pretty thick so it handles oil well, although I think the oils I am mentioning in this post won't be heavy even on thin hair. 
I use them after I style my hair, I just rub a bit of oil on my hands and go through my hair until I am happy with the way it looks. I have to say I didn't try a lot of different hair oil brands but here are the ones that work the best from the ones I did try.

Nuxe Multi-purpose dry oil, face, body and hair 
This oil is a true gem, it is perfect for all skin and hair types. It won't make your hair greasy,  but it will give it shine and make it look silky and healthy. The big plus is the smell, it smells so nice, if there was a perfume smelling like this I would definitely buy it. 

Alfaparf  Semi Di Lino Cristalli Liquidi
I'm not sure if the word oil is the right term for this product, it has unique texture, the best way to describe it is like the  mixture of gel and oil.  When you start to rub it between your palms the texture changes to completely oily so when you apply it you are using oil on your hair. I like it a lot, every time I use it my hair looks like I went to the hair salon. Smell is also really nice and it will stay on your hair for the whole day.