This Urban Decay All Nighter Waterproof Setting Powder ($34) is supposedly sex-proof — but I'm more impressed that it can hold up through a smoldering 90-degree day in New York City. This powder version of the brand's popular makeup-holding spray is made of a combination of minerals and zinc that protect against both environmental elements and a melting face. Plus, this cruelty-free offering is 100 percent transparent, which means it will work on a variety of skintones.