Do you do your sport in the water?
Chlorinated and salt water are not your hair's friends. Whatever your hairstyle, consider applying a moisturising hair oil to protect your hair from chlorine or salt to keep your hair hydrated under your cap.
With a swim cap, the easiest hairstyle to do is a bun, either a big one or a little one, and remember not to leave any hair sticking out. Unfortunately, if you have long hair you will have an interesting extra lump on your head! You could try doing a French plait crown to shorten the length.
If you do not wear a swim cap, remember to put your hair up while it is dry to avoid damaging it, and always try to tie it back so that it does not fall into your eyes when your head is underwater!