ORIGINAL: Schultzy
The best thing I've found is dirt cheap. Free actually.
Go and find a Milk Weed plant and take the stuff out of the pods when it starts to open up. It should be good and dry then. Sprays, powders, strings don't cut it for me. What the wind is doing 5' in front of your face may not be doing 20 yards from you. I let a piece of milk weed go and it goes in every direction the wind takes it and its visible forever until its a ways out of sight. You would be surprised how your wind changes direction 30 to 40 feet from your stand.
I have been using milkweed since i started hunting, and you are so right about the way the wind will change 30 feet from your stand. I have milkweed fibers tucked into my wrist cuff's so I can easily pull a little out and check. I have also rubbed a bunch of fibers into the bark of the tree I am in and a little bit floats away the entire hunt for constant wind detecting.