But be forewarned, they can be a bit of a project to track down. I've looked for scentless products because I've had coworkers who were allergic to strong scents (I was able to use things that were only mildly scented).
In general, you'll find unscented products at stores that carry a wide range of hair and body care products-- the big box stores such as Kmart, Target, and Walmart, as well as drugstores and pharmacies. If anything I've had better luck at the latter, particuarly CVS and Walgreen's.
Look for a brand that has a large variety of products-- I've had good luck with Suave and with Clairol. Within that brand, look first for anything at all that's unscented. You can't worry about the formulation (for dry hair, or normal hair, or color-treated hair, that kind of thing) until you find the unscented products. Shampoo and conditioner are harder to find than hairspray-- unscented hairspray seems to be readily avaibable. I've yet to really find unscented hair gel or mousse, although I haven't looked recently.
The other place to look for unscented products is at organic/natural/health foods grocery stores. You may find a wider variety of products at these stores, although you'll probably pay a bit more as well.
And finally, you can try Drugstore.com. They're going to be pricier than your neighborhood grocery or big-box store but they do carry unscented products, often from well-known brands. I did a quick search there just to see what would come up (click to view).
Regarding whether the unscented products work as well as scented ones-- yes, they're the same thing without the scent. The problem you'll run into is that the unscented formulation may not be the one you want: for example, you may find that the only unscented shampoo that your local Kmart regularly carries is formulated for normal hair, and you want something for dry hair. So you'll have to keep looking.
Good luck!