Snazaroo, Wolfe FX/Diamond FX/Tag/Global, Mehron (their clown white), Ben Nye's creme make-up, Kryolan. Most of these can be applied with sponges or brushes. Creme based paints are set with powder, water based paints are set with setting spray and powder. Try not to touch your face while you're painted, it will last longer. Practice before the night before Halloween.
Do you want Heath Ledger Joker, comics joker? If you're doing a more Dark Knight Joker, then its the one time I think spray on hair stuff can work. >>9653341
Snazaroo or Ruby Red. They're the best for sensitive skin and they're cheap. The black and white for both of them leave something to be desired but otherwise they're good paints.