There's some good concern about chemical sunscreens, that they can even accelerate skin cancer once it starts. As this article states, it IS important to protect from the sun, but your first option should be clothing. Second option would be a mineral sunscreen.
If you don't know the difference, you're probably using chemical sunscreens, as those are the most popular ones, and the ones that rub on easiest (due to the chemicals). Mineral sunscreens are the ones marketed to babies, because they're safer, and they leave your skin with a white residue. This is because they don't get absorbed into the skin, they just layer on top of it. But that's why they're safer.