I use MAC's skinfinish natural and I have to use a primer under it if I don't want to transferring on every surface imaginable. I use Revlon's Beyond Natural Smoothing Primer and I like it! The only thing I don't like about it is the scent, it's very....perfumey.

If you're interested in a cheap (it's always on sale!), multi-use primer, I've heard good things about monistat anti-chafing gel. I've never tried it, but I know as soon as I finish the Revlon one I'm going to grab it.