Wow, I'm surprised by how many people wear waterproof mascara on a day-to-day basis! I find it makes my lashes dry and brittle and irritates my already-sensitive eyes (wearing it and removing it!). I definitely wouldn't want to use it in the winter.
I use a tinted SPF year round, hardly ever use foundation. It doesn't transfer nearly as much as a traditional foundation because the pigment is pretty minimal (but so is the coverage). I've never had a problem with it transferring, but I suspect it's still a good idea to let it fully set/absorb before putting on scarf/hat etc.
Setting sprays are pretty good for keeping make-up in place but as others have mentioned I've never met one that really holds up to abrasion (such as blowing your nose). I mean, you have to be able to get it off somehow!