Prevention: Establish a place for applying sunblock that's far away from furniture and walls. Take it outside to a deck or yard if that's an option, otherwise head into the bathroom. Give freshly applied sunblock a chance to absorb before getting dressed. Ideally you're applying sunblock right before heading outside, but if you find yourself indoors, try to keep kids off of upholstered furniture until they are completely dry.
Cleaning Up: You'll need a degreasing solution to cut through sunblock smears on walls. Some effective strategies include a wet rag with dish soap, commercial degreasers, or a 10:1 vinegar and water solution. For fabrics, scrape off any excess sunblock before treating with an enzyme cleaner and air drying. Remove sunblock from natural stone surfaces with a soft-bristled brush and a solution of washing soda and water.
When sunblock finds its way onto leather or suede, do not use water, which will cause the stain to spread. There are special degreasers formulated for leather, and a great home solution for suede is cornstarch. Apply liberally to the stain and let it sit for 10 minutes, then brush it off of the surface. Repeat as needed, then lightly brush the suede with vinegar to remove any remaining residue.
If you get sunscreen on wood floors, use a vinegar and water solution to degrease. Spray sunblock can leave a sticky film on tile floors that's impervious to water. Try vinegar first, and if that doesn't cut through then go to ammonia.
Physical blocks are always going to be greener and safer than chemical blocks, but they aren't exactly tidy. Look for a brand that meets your criteria with minimal mess and stick with it. Check out the Environmental Working Group's Database, which has been updated for 2012.