What liquid other than water that is safe to put on your skin will provide the most evaporative cooling?
There aren't many liquids other than alcohols which you can easily use. Liquid butane, for example, would be a coolant, but it would probably cause frostbite (and is flammable, not to mention from cylinders it stinks).

If you can't use ethanol for any reason, you can use isopropanol (rubbing alcohol): its cooling properties are similar. Note that you should only use isopropanol outdoors, because not only does it smell nasty in high concentrations, it is slightly toxic. Make sure to use the water solutions (~75%), as gels will leave sticky and nasty residue upon evaporation.

Even ethanol is not completely "safe", because it has the potential to cause drunkenness, even in vapor form.