I furrow my brow a lot, which makes lines in my foundation. I have found that heavily baking my forehead really helps. After applying foundation and concealer, I dip a Beautyblender into some loose setting powder and stamp it on the areas that crease. I let it sit while I do my brows and eyes, and then I use a big powder brush to wipe the excess off of my face.
Get a tutorial for this trick here.