I did a bunch of research on this a while ago, here are my high-level conclusions:

• This video is worth watching: Ali Abdaal’s “My evidence-based skincare routine”
• Sunscreen and retinoids get you almost all the way there.
• Sunscreen:
  • Wear it on your face everyday. 
  • Most sunscreen feels horrible and slimy (especially in the US where the FDA has not yet approved the superior formulas available in Europe and Asia). 
  • The best is Elta MD (UV Clear Tinted Face Sunscreen, SPF 46 Tinted Sunscreen with Zinc Oxide). It’s expensive, but it feels fine on your face, and so you’re more likely to actually use it. And since it’s only going on your face you only need a little bit so it lasts a while.
• Retinoids (vitamin A):
  • Retinols are the diluted form of retinoids that you can buy over the counter. They are basically too weak to do much, probably not worth your money.
  • The exception to this is adapalene, a new-ish synthetic retinoid you can buy over the counter such as in the form of Differin gel. Adapalene seems to be effective and less irritating than other retinoids, but has mostly been studied for acne rather than anti-aging, so there’s just less evidence at the moment. Definitely a good place to start though.
  • Tretinoin is the form of retinoid that is best known for anti-aging. It’s only available with a prescription, but it’s easy to get one. You can either ask your doctor for a referral for a dermatologist, or you can use an online service like Curology or Dermatica, where you send photos, then they create a custom skincare formula that they send you every month - make sure to say you want it to include tretinoin. I use Dermatica and am very happy with it.
  • You have to ramp up slowly with tretinoin to avoid skin irritation. If you use Curology or Dermatica they will gradually increase your concentration over time so you don’t need to worry about it. The max they go to by default is 0.05%, but I asked to go up to 0.1% when I was ready. 
  • Only use retinoids at night since they don’t play well with sunlight.
  • A bit of irritation at first is normal (in fact, some say if you don’t experience *any* irritation your retinoid is not strong enough). You can manage this by using it only every other day, or layering it with moisturizers.
  • It takes about 6-8 weeks of regular use to start seeing benefits. I've been using it for over a year and I cannot believe how much better my skin is now compared to before I started. 
• Other stuff that may be worth trying (but I am less confident in, and is probably dwarfed by the effects of sunscreen + retinoid):
  • Niacinamide: A form of vitamin B3, benefits include minimizing pores, evening skin tone, and reducing signs of aging.
  • Ceramides: Lipids that occur naturally in your skin and help keep the skin's barrier healthy. Adding more can help restore moisture and prevent irritation.
  • Vitamin C: An antioxidant that can protect the skin from damage, brighten it, and stimulate collagen production. Works best at a lower PH so good to use alongside an acid.
  • Salicylic acid: A chemical exfoliator that unclogs pores, reduces inflammation, and is antimicrobial (avoid physical exfoliators (e.g. with microbeads), they can damage the skin).
  • Hyaluronic acid: Retains moisture, keeps skin plump.
• Moisturizers are worth using, but not the fancy ones. 
  • CeraVe Moisturizing Cream is cheap and great, you can use it on your face and body. It contains hyaluronic acid and ceramides, it’s fragrance free, and non-comedogenic, meaning it won’t clog your pores.
  • As far as I can tell there’s no need to use a separate eye cream, it’s a marketing gimmick. A gentle, rich moisturizer like the CeraVe one is perfectly fine. Just wear sunscreen and sunglasses to help reduce eye wrinkles.

Retinoids, which is a big family of compounds but I would go with adapalene, which has better safety/side effect than anything else. It has less scientific evidence for anti-aging than other retinoids (and is not marketed for that purpose), but I've tried it myself (bought it for acne), and it has very obvious anti-wrinkle effects within like a week. You can get generic 0.1% adapalene gel on Amazon for 1.6oz/$12.

(I'm a little worried about long term effects, i.e. could the increased skin turnover mean faster aging in the long run, but can't seem to find any data or discussion about it.)

This post has some useful info:

https://milkyeggs.com/biology/lifespan-extension-separating-fact-from-fiction/

It basically says that sunscreen, ceramide moisturizers, and retinols are the main evidence-based skincare products. I would guess that more expensive versions of these don't add much value.

Some amount of experimentation is required to find products that don't irritate your skin.

I would also like to recommend the INCI (International Nomenclature of Cosmetic Ingredients) decoder tool: https://incidecoder.com/. It explains the ingredients of your skincare products and points out potential hazards, such as irritancy and comedogenicity. It's easy to use and you have the ability to compare products.

I watched and read a ton of Lab Muffin Beauty Science when I got into skincare. Apart from Sunscreen, I think a lot of it is trial and error with what has good short-term effects. I'm not sure about long-term effects at all tbh. Lab Muffin Beauty Science is helpful for figuring out your skin type, leads for which products to try first, and how to use them. (There's a fair number of products you wanna ramp up slowly and even by the end only use on some days.)

'Evidence based' in the skincare industry mostly means a company paid a consultancy to do 'scientific testing.' Very little shows any signs of actual large effect sizes other than blocking UV damage, afaik. Moisturizer does seem to help, especially in low humidity climes. Which moisturizer your skin responds best to seems to be trial and error, ie the detectable/subjective metrics are all we really have. Retinoids are one exception, but come with tradeoffs that I don't fully understand.

I settled on snail mucin as a more natural alternative, but a significant fraction of people have mild allergic reactions to it apparently.

I know LW is US/ California heavy, but just as a counter to all the sunscreen advocates here, daily sunscreen use is probably unnecessary, and possibly actively harmful, in winter and/or at northern latitudes. 

There doesn't seem to be much data on using sunscreen when there's no real risk to skin, but you can find a modelling study here:

"There is little biological justification in terms of skin health for applying sunscreen over the 4–6 winter months at latitudes of 45° N and higher (most of Europe, Canada, Hokkaido, Inner Mongolia etc.) whereas year-round sunscreen is advised at latitudes of 30° N (e.g. Southern U.S., Shanghai, North Africa) and lower ... Using products containing UV filters over the winter months at more northerly latitudes could lead to a higher number of people with vitamin D deficiency."

Although most approved sunscreens are generally seen as safe, there are potential systemic health risks from a few products, some proven environmental harms, a potentially increased risk of vit-D deficiency, and some time/financial costs. 

An important thing to keep in mind is that cosmetics companies don't necessarily have the money that e.g. pharmaceutical companies do to push large-scale studies on their products, so lack of evidence usually means a study wasn't done, rather than a study was done and found inconclusive.

If you haven't heard of it before, the subreddit 'SkincareAddiction' has some great recommendations for what's evidence-based and what works. 

I would bet that sunscreen dwarfs all other effects in the long run 

Has anyone tried OneSkin/does it actually do what it claims? It acts on a mechanism independent from tretonin.

Surprised to see nobody mentioned Microneedling yet. I'm not skilled in evaluating scientific evidence, but the takeaway from https://consensus.app/results/?q=Microneedling effectiveness &synthesize=on can hardly be anything else than clearly recommending microneedling.

I'm using Differin and I can add a few more tips that I've heard and can confirm personally: the purging period can last several weeks and you should see improvement after a few months. It's best to do every other day or every few days initially and then ramp up to daily (for me, this helped avoid a lot of peeling). It's best to apply it after allowing your face to dry so that it's not too intense, and many people also prefer to layer it on top of a buffer like a moisturizer, so you would wash, apply moisturizer, wait 20-30 min, and then apply the product. People particularly like to buffer for the area under their eyes.

Also, a lot of people find that their retinol reacts poorly with other "actives" like glycolic acid etc. I don't think you should do them in the same day, and you shouldn't introduce them to your routine immediately with retinol.