When I lived in Arizona, the best protection I knew of was a long sleeved shirt and a hat for portable shade. Helped to keep you cool and comfortable
Here in Michigan, long sleeves aren't always that fun to wear when humidity climbs, so either short sleeves, or shirtless with a good tan and a hat.
I absolutely HATE the greasy feeling that lotions and creams leave, and the smell of most turns my stomach, so I stay away from them.
Wind Magic has it right, the last few lines
echo my feelings perfectly, on both sun protection and pain killers. I read a report a while ago, (pdf on hard drive, but can't find it now) that since sunblocks have become more popular the incidence of skin cancers has increased. People don't burn, so stay out longer.
Edit: Noscript seems to run everything together, so trying to clean the post up with it off.