Has anyone got any ideas about some kind of headwear that doesn't blow off and where you get them from???? I've lost a couple of caps to the sea gods and no I don't wear a helmet. Rarely go fast enough.

Hi Iceman,
If only sailing on flat water as your profile states then the hat listed in the link above is the one that might suit you.
I have one but it is not so good when you fall off in waves, but for genaral blasting it's great. I wear a cap style for wave sailing by another brand, covers the ears from sunburn but not the back of the neck.
Its a personal choice but the one in the link you can wear as a normal hat with the strap inside, does not look too kooky but if your somewhere when the wind is up on with the strap. Too easy.

Balin makes a cap and a hat version of what you are after. Both have straps that clip under the chin and a safety leash as well. Adjustable size with velcro.

Price is about $25 each. Got one of each last week and have used the hat twice, for SUP'ing and windsurfing. No problems, a great product. Better than a helmet on those lighter wind days.