Grow a beard. I saw an interview with Dan Craven around the time of the Olympics, where he was asked about the impact of his beard on him as a cyclist. He said something to the effect of, "It's the secret weapon. It keeps me cool when it's hot, warm when it's cold, I'm faster, and chicks dig it." Paraphrased, of course. And he's absolutely right on at least two of the points-- it keeps me much cooler in the summer and warmer in the winter. I reckon it's increased evaporative cooling when it's hot, and just keeping cold air off of my face when it's not.

Worst case scenario... anti-perspirant applied directly to the face? Like how baseball players wear lampblack under their eyes?