Humid weather can sometimes mean the beach or another such locale, but it never bodes well for most hair types. I've been in humid climates where my hair loses all shape and just hangs there limp and unattractive. Some others have hair that goes out-of-control crazy when it gets humid outside. With both of these extremes how can you reconcile your hair with the humidity and achieve great looking hair in very humid weather? Let's look at a few different options.
Remember that you can't change your hair type, no matter how hard you may try and so you should go into this particular endeavor seeking to not fight your hair, but to work with it given your conditions. If your hair goes limp and straight, experiment with some straight hairdos and see what you come up with. There are a variety of great looking straight 'dos you can try to make your hair fit with the climate. Smooth out your hair with a straight iron, try a cute ponytail, or braids. If your hair is unnaturally curly, especially when it's humid outside, try to channel that curl. Buy a few styling products and experiment with making those curls more defined and polished.
Also if it's humid for the season (or even just all the time) you might want to experiment with the length of your hair. If your hair looks best short when it's humid then cut it a little bit or if longer is what works with you and humidity then grow it out. Take the time to get to know your hair and your hair type and you'll be better able to make those fashion judgment calls and you'll better be able to have great looking hair, even when it is humid outside!