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I second the Lavera one that TooTicky recommends - any Lavera one in fact. They do a children's one that is coloured when you spray it on so you can see which bits you have missed. Excellent stuff.
We use Ultra Sun. They do a whole range but we use the supersensitive one which they say will last the whole day (although when abroad we tend to reapply to be on the safe side!) Available on line or John Lewis sell it.
I've used Bergaderm on DS since he was little, it's the only one I've used so far that doesn't produce a nasty skin reaction. Plus, it's easy to put on and not greasy! I know Sainsburys sell it, not sure where else you can find it.
(PS - works great on the rest of the family too, even stops my ridiculously pale skin from turning lobster red !)
Green People do a good cream for littlies but for v. sensitive skin try <goes to get tube> Lavera Naturkosmetik Sun Milk, Neutral, SPF 40. Really really good and never stings - even my ds2 who reacts to almost everything and finds most creams sting a lot finds this okay. Try health food shops or online natural product places.