I have naturally curly hair and because of this it has a tendency to be a little on the dry side, which can be made worse by shampoo. I also tend to get a dry scalp.
Although I am shampooing at the moment (once a week max), I have gone for extended periods (months) before without using shampoo and this has been during times when I have exercised frequently.
Wetting your hair and giving yourself a really good scalp massage helps to lift any dry skin and sweat off your scalp, and I find that once I get past the first couple of weeks, my hair is really soft and the curls have never looked better even though I am not putting any product on them.
Because it is mainly the shampoo that drys my hair and scalp, I have also just gone for periods where I only use conditioner. Again, I give myself the scalp massage and then just condition my hair.
I have to admit, during those couple of adjusting weeks, the smell of your own hair (instead of fruit, or whatever your shmapoo smells like) can be a little confronting, but you get used to the natural smell of your hair quickly.