HI! I have found that by using bandaids made of fabric, they seem to stick better and not slide as much as rubbery ones. Johnson and Johnson makes them I think. Look for them in your local market!
3M makes some really great "Bandaids". They have fabric ones that are called Nextcare Comfort Strips. The ones that are even better are made of a thin foam material and are called Active Strips. the material they are made of is the same as some of 3Ms medical dressings and they stay on really well, even when wet many times.