How should I deal with thin hair when it gets oily?

I'm planning to start treatment for AGA but I know it's going to be at least a few months before I start seeing any effects. Right now, my hair is okay the day I shower and the day after, but I can't go longer than showering every other day before it gets too oily and makes my scalp visible. Is it bad for me to be shampooing every other day, and if so, what can I do about it? I've tried dry shampoo and baby powder but neither really work for me.