I like to wear one of these under my tri kit when its cooler: http://www.desotosport.com/product/LST1
One of these when its going to be a bit warmer or the race is non-wetty legal so I can put on quick in T1: http://www.desotosport.com/product/CW
No more sunburns and when you keep it wet the breeze you generate from moving creates an evaporative cooling effect. On colder days, keep it dry and it will keep you warmer.
They fit snug so no aero compromise. Been using these for years.