Do you know of any moisturizing sunscreens?

The ones I have feel like they pill right from the moment I apply them. It feels like my sunscreen and base makeup are already clumping before I even get to the office in the morning.

Aren't there some liquid types of sunscreen? Has anyone tried them? I'd like to try them because I think they absorb better and don't cake than cream types! Is it called sun milk...? Please give me a recommendation if you've used them. I actually prefer something moisturizing, even if I can reapply it. Especially with the ones that look like they'll block the sun really well, just washing my hands after applying them is a real hassle.