Depends on the type of sunscreen. Usually the Japanese brands (Sunplay, Biore, Shiseido and etc) are hard to very remove so a cleansing oil is needed. Whenever a sunscreen is waterproof and/or sweat proof, its best to use a cleansing oil to remove it. Makeup removers will not remove sunscreen properly, so just stick to cleansing oil.

A good affordable brand of cleansing oil is by Kanebo Freshel C. It's RM40 for 180ml, available at SASA only. Shiseido Aqualabel makes a good one too and it's RM40 for 150ml, available at most big Watsons.