I use zinc oxide. Brands vary, some suck IMO. The one I use doesn't show, provided that it's rubbed in really quickly, certainly within less than ten seconds. My wife prefers another brand, which also has the same time limit.

This means: Put a largish drop on a fingertip and rub it in, then repeat, and repeat, and repeat. If you squeeze out enough that you need to keep it in the hand instead of on a finger, it's going to show.