what you're looking for is RMGP, it's a greasepaint specially formulated so that the oils in regular greasepaint don't soak into the latex and look chalky/break the latex down.
i use this store probably once a month for my film and haunt jobs. good prices, excellent service.
if you're worried about cost you could use regular greasepaint and mix castor oil into it.
it will work in a pinch but obviously a specific formulation will do you better.
also i'd recommend getting a small bottle of this:
it's essentially medical adhesive. it'll keep the prosthetics on better than anything.
if you're under hot lights and sweating, the stuff instead of peeling right off like latex, the glue returns to a tacky state.
obviously get a small bottle of remover too, unless you don't mind wearing it for a few days.