If you don't want to use a spray, Avon (yes I sell it) has a balm which is an anti-friction product sold under their Foot Works line. I believe it's less than $5. You can purchase it through a representative or on-line.
I used it in February and it worked great. It wasn't too sticky, didn't have to wait for it to dry either, just put on my cotton socks and away I went.