Being a bald git myself, this is a problem to which I can relate.
My current solution, as it were, is Boots (or thereabouts) factor 35. It's very absorbent of the death rays, so you only need to use a weeny bit - I don't have any problems with it getting washed into my eyes whenever I try slightly really put the hammer down. Cotton hats are the answer really, although I do like to feel the wind in my willows.
I believe some people produce "non-runny" sun cream for sportspersons, but I have no experience of these products.