I buy sunscreens specifically made to go on the face. I find that all the regular sunscreens that are meant to be used on the whole body--will sting my face regardless of what I use.
So far, any brand made for the FACE has worked for me, and I don't recall their names--i've used 3 so far included a baby brand that is a stick as well as "face cream" type zinc oxide formulase for the FACE.