For smaller blisters, Band-aid's new Blister bandages work really good for me. Get both the fingers and toes version and the regular size, and use whichever fits best.

If you expect to get blisters but you don't have one yet, Band-aids Friction Block works quite well too. It's like a mini deodorant stick, that puts a bit of a greasy film on the hot-spot.

Spenco's Second Skin works pretty well too for larger blisters.