Well, you can style your hair so that it is messy, in which case even if it's shiny, it doesn't really look greasy -- it looks gelled.

There are also matte gels and "putties". I believe that all of Paul Mitchell's Tea Tree line are matte, but I haven't tried them much myself.

Also, there are probably matting hair sprays that you could apply over gel to dull it, but you'd have to ask someone else what those are.