Olive oil.
I learned this after taking a wreath-making class. We had sap all over our hands and arms. I was shocked when I saw that all they had for cleanup was a big jug of olive oil and a roll of paper towels, but holy cow it actually worked, and worked well! So now I use it for cleaning up after doing anything sticky. I pour about a quarter-sized amount in my palm, and I've taken to adding some sugar for the scrubbing effect. Works beautifully, I'm not absorbing toxic chemicals in my skin, and my hands are soft afterwards.