By using really good primers (like expensive kind they sell in department stores. I find that urban decay and bare minerals work the best) and good makeup. Also, avoid sweating or getting dirty, and take care of your skin. Seriously.
Waterproof makeup and hairspray. Make sure you don't spray too much or too little of the hairspray. But I'm in cheer, basketball, and softball and I have practice everyday for all of them. I wear waterproof makeup but since I sweat so much it runs. So if you are into the sport thing like me, make sure you know what you're doing.
Get all waterproof make up from a good make up store. I get mine from Ulta beauty and My foundation is Estee Lauter and everyone asks me all the time how I get my make up to stay on. I can sleep and wake up the next day and it will still be on. Also, usuing colored eyeliner as eyeshadow REALLY stays on for a long time.
Put makeup on clean skin. If you have oily skin, use an oil absorber first, then use a primer. I use Laura Gellar's Spackle. Powder foundations seem to last longer for me. If you prefer a liquid, apply a translucent powder lightly using a brush after you've applied the foundation. If you have oily skin, which is a major reason for makeup not lasting, keep powder handy, either in a compact, or by filling a retractable brush and keeping that in your makeup bag. Finally, also keep the paper oil absorbing sheets in your makeup bag also.
http://www.eyeslipsface.com/makeup/face/primer This will make your face make up last. Put it in you palm and put it on your face and neck, let it set for a minute then put on your face makeup. it will make your makeup last longer, make it stick to your skin better, helps control sweat and wont let ur makeup run!
http://www.eyeslipsface.com/makeup/eyes/mascara If you wear mascara or you fill in ur brows, this will make it last longer, and wont let it smudge or run even if you swim. It makes ur brow powder and mascara water proof & make it last longer. Before you fill in ur brows or apply mascara, wand this threw ur lashes & brows, apply ur brow make up and mascara its 1$