I used Ben Nye MagiCake Cloud White for the NYCC 2010 convention and I did not use any sealing product whatsoever or a powder setter.
I was wearing a turtleneck (mind you in a beginning convention and it gets pretty hot in NY pretty quickly so that was a horrible decision) at the conventions. I did not have to retouch the makeup at all even though I nearly over heated.
Ben Nye is amazing
I wouldn't really want to use anything else.
The only thing I suggest doing is buying their Final Seal as well to use on your hands. After a while, the makeup on your hands will start to smudge off but it does not get onto your clothing. At least that is what I could say in my experience. You can see examples of the product in my gallery
Hope this helps!