What works for me:
1) Work out with your hair back and wash your face before and after.
2) No makeup while working out.
3) Consider taking a biotin supplement (if you don't already have biotin in a multivitamin that you take, if you take them) Biotin is wonderful for nails, hair, and skin.
4) MOST IMPORTANT: Drink a ridiculous amount of water! Since I started drinking nothing but water my face has gone from looking occasionally pizza-esque to the clearest it's ever been. I drink on average between 4 to 5 liters of water a day, sometimes more.