There are some combination sunscreen/moisturizers for the face that work quite well. Eucerin makes one with different SPF ratings and a pump that doles out only a tiny dab at a time. I've had good success with the SPF 30. I'll also point out that your skin being damp (not wet) makes it easier to put on most moisturizers (requires less and doesn't "pull" at the skin while rubbing it in).
I burn pretty easily, so I often shave in the morning with regular ASB and then add the sunscreen later in the day before I go out. My skin does end up pretty oily that way, and I often wash my face an extra time or two to combat the oiliness.
Merkur Slant 37c
Tweezerman pure badger brush
TOBS sandalwood cream, Proraso eucalyptus cream
Thayer's WH with aloe
Nivea ASB, Pinaud Clubman AS