About 1 year ago I asked my hair dresser if she could recommend me a good heat protectant. She immediately answered SILK! Basically you can buy serums with silk in them. The one she recommended to me was Silk Therapy by BioSilk. I bought a small bottle from her but it was quite expensive - 15$.
After finishing that bottle I started trying less expensive options like the Got2b smooth operator Satin drops. This product is a way cheaper alternative to the BioSilk one and it works just as well.
All in all, I prefer these kind of heat protectants way beter than the spray ones because they protect AND make my hair silky and shiny (in a good way). I really recomend serums to protect your hair from heat styling.