Unless you're moisturizing them really heavily beforehand, I would say stay away from the vaseline or chapstick - the petroleum will trap moisture in and out, so if there's nothing to trap in, it won't be helping you in the slightest.
My absolute favorite lipbalm is Coola Lip Luxe (which I try to use religiously, since I made the mistake of getting sunburned lips for the first time a month ago), with Aromaleigh's balms being a very close second.