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Urban decay has a great setting spray called "all night longer" however it is a bit pricey at $30. I have also used NYX's setting spray which I find to work great and it's only $7.99 so it really depends on what you want to spend!
L'Oréal's Infallible pro-spray is really good. It's about $18 I love it ' It works great for me! Hope this helps
Elf makeup setting spray I find it to work just as good as the pricey brands it's available at elf.com and it's 10.00 per bottle
My personal favorite is made by Mary Kay. It's a new item and I have used it so much. I even worked out using it and you couldn't even tell that I had just worked out for 2 hours. Amazing stuff.