Oils make fantastic deep conditioning treatments. Yet for some of us, washing them off the hair can be a problem. Personally I don´t have a problem with this even though I use a gentle shampoo, but this is because my hair is very textured and rather coarse. I imagine someone with finer hair might need to get rid of every last trace of the oil. Shampooing 2-3 times will just counteract the good effect of the oils and dry out the hair.
The trick: massage a small amount of shampoo into dry hair. Rinse out, then wash hair as usual. Your hair will be oil-free after just one wash.
How this works: when there is no water, shampoo + oil forms an emulsion. Emulsion: A suspension of small globules of one liquid in a second liquid with which the first will not mix.
Apparently this works when doing greasy dishes: apply the detergent on the dry saucepan, and you´ll get the grease out !