Even though I ice skate, I still get sweaty, I just want to know what concealer would be the best so it won't disappear. I know people say put a light powder over it, but I don't want to wear a ton of makeup to my practice, just the concealer and lip gloss. I also have a normal skin complection, not oily, but not dry.

I have tried Almay (too cakey) and Sonia Kashuk (didn't really cover anything), but thats about it.

try a cream concealer or the liquid but dust a bit of powder over it, to set it in place. It doesn't even have to be a colored powder, try translucent. I use it and love it. I am definitely a minimal make up kind of girl and this does not look fake.
If you end up thinking it looks a bit chalky (like if the colored powder is too light for your skin tone), pat a slightly damp make up sponge over it to blend a bit. Dont rub it though, just a light pat. It lifts off the excess powder.