I read about this tip on the Daily-Painters group that David R Darrow hosts. I've tried it and it works.
To keep your oil paints wet on the palette for a long time, mix a drop of clove oil into the paint. You can get clove oil at any health food store. Not only did it keep my paints "skin-free" for over 2 weeks, the clove smell is a wonderful alternative to "oil paint" and I didn't notice any problems with the drying times for the paint once it was on the canvas.