I would recommend a good tinted moisturizer, and one of those allover lid crayon/ stick things that you can just swipe on, blend, and go. a good cheek/ lip tint would be good too. I'm sure girls will have opinions on the specifics. I love the neutrogena healthy skin tint moisturizer, and I think you could find the rest of the stuff in almost any line at sephora. oh and don't forget the waterproof mascara!
I wipe all my makeup off with one of those disposable face wash wipes--I just buy whatever is on sale. I hate working out in makeup. I don't think it is good for your skin (although I am sure it is okay if you just go home right afterward and wash your face) and working out in makeup just feel gross to me.
I would stay away from powders because your skin is going to absorb it. I recommend Chanel Tein Innocence because it's light, has SPF 12, and it looks really natural while covering up any blotchiness or breakouts.