I received a small size of the Ouai Volume Spray in this month's Sephora Play box and I really like it. It gives my hair noticable volume but doesn't make it stiff or sticky. It still feels nice and soft.
It's not cheap, but my guess is that a lot of people that received in their Play box like it because it's currently out of stock. I would definitely recommend it if you are looking for something that adds some volume without leaving your hair feeling gross.