Almost every hotel or motel room you stay in will have a freebie shower cap among the amenities in the bathroom. Take it and toss it in your camera bag.
These things are great to have in a pinch when the rain starts coming down and you can't stop shooting. (Or, better yet, you want to shoot because you know rainy days offer great light.)
They're just the right size to put over your flash and Pocket Wizard combo or slip onto your camera between shots. Carry a few plastic clothes pins to clip on the shower cap if it's windy. You can use them as little anchors or to take up slack in the plastic.
Don't book a room at Hilton just to get the shower caps but, if you happen to be there anyway, grab them; they work great and the price is right.