We love Coppertone Sport. We spend a lot of time at the beach, and have been using this on DH, myself and our 3 kids for about 5 years now. I won't buy anything else.
It goes on dry, it is not sticky or slimy at all, and it won't run into your eyes. It really protects (even my very fair, red headed 8 yo ds). It is important to remember to reapply it during the day. Even when I forget to reapply it, I don't burn, I just get tan, but I try to avoid that. They have a spray on formula that is great, and now they have a continuous spray which we haven't had a chance to try yet.
I ususally find the best prices at Costco, and stock up at the beginning of the season.