Ahh.... I live in the south, and I've recently learned how to tame my frizz.
I use Pantene anti-friz shampoo and conditioner. Every other day, I use an Aussie hair mask (just run it through hair and leave in for three minutes then rinse). Cold water leaves hair smooth and shiny, so you might want to rinse with that for a few seconds.
I like to let my hair dry, then dampen with a water bottle, spread anti-frizz cream (Garnier Fructis, I believe), blow dry (2 minutes max), then run john freida finishing cream through hair and straighten (baha... I never used to use this much stuff, but my sister got me hooked). After your hair's straight, if it's still frizzy, hairspray works wonders. Spray down your hair then smooth down frizz with the palms of your hands.
If all else fails, you could always embrace the humidity and go for some natural waves! (wrap little twisty-curlers in your hair and blow dry)
Good luck beating the humidity!