How do you handle humidity?

I love warmth. I'd rather be too hot than too cold. But I can't stand constant humidity. I hate weather than forces me to make a constant effort to be comfortable. I like weather that energizes you and makes you want to do something.  For those of you who live in or have spent time in humid countries, how the hell do you cope with it? I just couldn't do it. It's one of the reasons why I'm having second thoughts about ever going to SE Asia.