In the two times I've bought foundation in a shop (as opposed to online shopping, where I almost never get the right shade — colours on a computer will almost always be "too wrong"), I just did what Charlequin did: walked into a shop and asked the attendant to help me out matching my skin colour. I first used Clinique (which has closed doors, at least around here) and later MAC.
Not because I'm fashion-conscious! What I was looking for was for
opaque foundations which don't look too "cakey". Most online CD shops simply have too "cakey" foundations for my style, even though they cover the beard shadow rather well. But they look awful.
After some careful reading, the first option I got was Vichy's Dermablend, which is used to cover scars and such. I bought that for many years, until Vichy dropped the product, and for a while you could still get them as backorders, but, over time, what they had stored on the warehouses was many years old, and even though they were vacuum-packed, there is a limit to how long they last, even if not opened. It was time to look for alternatives.
I was told that Clinique had a "competing" product, which, although more liquid, covers the face well. I bought it years ago and I still have the original bottle (I usually just use it once or at most twice per week anyway). The attendant was very nice in picking the right shade for my skin; they're so used to do that, that she figured it out on the first try!
Later on, when the bottle was coming to an end (although it still has a bit left!), I was told that Clinique closed their shops in my country. Searching again on the 'net for "competing" products, I heard that MAC had some "opaque covers" which might fit the bill, so I went to a MAC shop and asked for help in figuring out my shade. It seems that MAC actually sells two lines of products using the same foundation — a smaller can which is sold as "cover/corrector" and a larger one typically sold as "foundation". Of course the smaller one is far cheaper, and the lady suggested I tried it out first, before buying the larger one, which I found it to be rather considerate of her. MAC's opaque product is applied by rubbing & tapping, and you definitely need to finish it off with power to set, but it's actually a bit easier to apply than the liquid foundation, and has about the same thinness (i.e. no "cakey" look at all). It also lasts a long, long time: I thought it would last only some 6 months or so, but no — it lasts way beyond the recommended expiry date, when applied just once or twice per week.
So while the requirements in my case are slightly different than yours — my skin is not sensitive, but I require an opaque foundation to cover the beard shadow (and yes, I use the old "orange/lipstick" trick as well, with excellent results), and by explaining that to the shop attendant, I definitely got the exact product I needed

I'm aware that there are professional products out there, for theatre & movie makeup, which, although they're more expensive, they might be easier to apply (I've heard that some are sold in a stick, which you apply over your face just like if it were a huge lipstick), and might not only last much longer but do better coverage. Unfortunately, however, there are no shops selling this kind of thing to the public, and I'm weary of matching colours over webpages. A few CD friends of mine are willing to do a short trip to neighbouring Spain where there are shops selling those products — even though airplane trips are affordable these days, I think that's a bit beyond me right now

So I'm sticking to over-the-counter products from popular brands which have reasonable quality, give reasonable results, fit my budget, and have enough quality not to irritate your skin — and which I can try out first before buying the "wrong" shade!