Staedtler makes a highlighter called the Textsurfer Gel that somehow congeals finicky, dry-out-prone highlighter ink into an everwet, enduring crayon that you'll be handing down to your grandchildren.
Using up a whole highlighter without leaving the cap off and running it dry is one of those impossible tasks, like using a whole chapstick without putting it through the clothesdryer (empty your pockets before you put your clothes in the hamper! Yes, you!). This thing draws ink-save highlights over a wide variety of materials (I've tried it with newsprint, inkjet, and thermal paper as well as normal offset-printed pages).
I was turned onto the Textsurfer Gel by Thersa Matsuura, an American expat who's lived in Japan for more than 20 years — she was one of my Clarion West students last week and is an outstanding writer (here's a collection of her short fiction). She tells me they're well-loved in Japan.
A ten-pack of Textsurfer Gels will set you back $18.69.