I wouldn't recommend using Ben Nye or any cream base if you have oily skin. If you don't, then I say go for it. It is a bit more expensive, but some people really like it.
Personally, I use Snazaroo for my Homestuck cosplay, and I live in the South, so I do sweat a fair amount. It might help if you use setting spray and/or setting powder.
I think Kryolan Aquacolor looks really good, but that's also a bit more expensive. But it is made for theatre, and I've heard it stays on really well. I wouldn't recommend Mehron's "Stormcloud" or Wolfe brand without mixing a grey and a white. Without doing that, the color is really more of a dark grey. I've heard good stuff about Mehron's Starblend, and that grey wouldn't require mixing.
Vriska Serket cosplay - 100%
Terezi Pyrope cosplay - 100%
Kanaya Maryam cosplay - 100%
Amy Pond cosplay - 100%