I have very sensitive facial skin, too. Everything makes me break out, or it stings.

My friend turned me on to a new one, it's the only one her 4-year-old will tolerate. It's called Nature's Gate Aqua Broad Spectrum SPF 50 Water Sports Sunscreen. It is fragrance-free, no-sting, fairly highly rated in the EWG database, and...It WORKS for me in preventing sunburn! I wear in the water, of course, but seem to be wearing it for the other sports as well. It is a lot easier to put on (not as pasty) as most of the other zinc oxide based sunscreens.

- Oleander

I think the immediate burning feeling really speaks to the chemicals in the sunscreen (ick!). I've had great luck with Alba Botanica face lotion for everyday use (30 SPF and super soft/non-greasy). For training, I typically wear a Joshua Tree sunscreen which is natural and reef safe. Plus, I met the creator and he was SO sweet.

I use different sunscreens for face & body.

FACE:

I'm a Retin-A user, meaning I'm at a higher risk for sunburn and my facial skin tends towards the sensitive side. For daily use on my face, I use Obagi Sunshield SPF 50 (octinoxate 7.5% and zinc oxide 10.5%). It does NOT leave a white film on my skin, totally non-greasy and make-up applies great overtop. I LOVE this sunscreen!

For training/racing, I use Vanicream Sunscreen Sport SPF 35 (octinoxate 3%, zince oxide 11%). So this one has a bit more zinc (which stays on nicely with my high sweat rate). It also sits in my "sweet spot" in terms of pricing, so I apply it a bit liberally than I do the Obagi. This product has a slightly tacky feel on application and I wouldn't really want to apply make-up over it. That being said, it WORKS... and it lasts.

BODY:

Honestly, I switch my body sunscreens up a lot. For convenience, I will sometimes use a spray. For a longer training ride/run under the Florida sun, I will use a zinc oxide based cream. It just depends.