In the early part of the season you need to ease into it... build the base tan a little more slowly, then you can spend longer periods of time out in the sun without all the pain afterwards.

If it really is painful, try Noxema. For some reason that stuff really helps to cool down a bad burn.

If you normally peel and don't want to... wet your skin, then load up with banana boat after sun lotion to lock in the moisture. After that soaks in top it off with some of the green aloe gel. The aloe gel isn't really a lotion and doesn't soak in well, but it locks in other other stuff really well. Use the banana boat after sun lotion as often as possible, morning & during the day. Use the gel only at night as it's somewhat of a pain with it not soaking in.

I used to spend incredible amounts of time in the sun... What I mentioned really helps.