I came in here to post Ben Nye, but it looks like half a dozen people already beat me to it. I prefer the Aqua line of Ben Nye products. It's a hard cake that you actiivate with a damp sponge and dab (never wipe) onto the skin. It dries into a sweat resistant matte finish, and allows the pores to breathe. And of course I'd line my eyes with liquid eyeliner first.
If you're still worried about the makeup running away (which it shouldn't, but what do I know, you could sweat like a pig) you can buy a spray on fixative that seals the makeup and pores. I forget who makes it, and it's a b***h to get off, but it works ridiculously well.