Never swipe your face if you want your makeup to last. Dab with a towel. Actual wiping, with a towel, a sleeve, or your hand, will remove, or at least smudge, even the toughest cosmetics. Don't wipe!
Both powder mineral and pancake foundations last through a workout and beyond. Liquid and mousse foundations do not seem to stay as well. I do find that my foundation gets a little "crusty" where salt has accumulated on my skin, after a more strenuous workout. I usually remove the salt with a damp paper towel and redistribute the remaining foundation with a little lotion.
After working out, you do not really need blush since most of the time you will look like you have a natural flush.
Liner and Mascara:
Waterproof is the way to go, especially as you age and the skin above the eyes begins to sag. Before I started using waterproof products, I would end a workout with liner smudged under my brows and mascara below my eyes. Waterproof products stay when I am sweating. However, even waterproof mascara seems to fade a bit by the afternoon (perhaps just from the physical stress of blinking?), so I usually re-curl my lashes and apply a little more mascara during my workout recovery.
Primer is amazing stuff! As long as you do not wipe your eyes, your eye shadow will look just as fresh in the evening as it did when you applied it.
Reapplying lipstick is part of the fun. But, I do not know many people that wear lipstick while they workout, myself included. At the very least, I apply two coats of clear lip gloss.