I use Clinique's Super City Block sunscreen (SPF 25 or 40) on my face. It was recommended to me by a dermatologist because all other sunscreens (including Neutrogena, which works for a lot of sensitive-skinned people) made my skin break out. It's a physical sunblock with titanium dioxide and works really well. It doesn't feel greasy and stays on even when I sweat, though it's not marketed as being waterproof. One 40ml tube is around $15, but usually lasts me six months or so. One potential downside is that it's tinted, so if you're not fairly light-skinned it'll give your face a paler hue.

Also, SPF 15 lip balm, applied regularly to avoid getting cold sores. Blistex and Burt's Bees seem to stay on longer than most brands. After a ride or skiing (once out of the sun) I'll often apply some Vaseline or a similar product to retain moisture and avoid chapped lips.

Seconding the Smartwool neck gaiter. It's awesome -- I wear mine all the time as a neck warmer, face cover or hat. It's warm but I can still breathe through it if my nose and mouth are covered. I've had it for two years, run it through the washer and dryer regularly, and it still looks and feels new.