Protecting yourself against the damaging UV rays while on holiday in Bali is a necessary precaution. I see pale-skinned tourists strolling around in the midday sun without a hat and wonder what they’re thinking. A BBC article discusses ways to protect yourself in the sun.
The article says that denim is the most effective blocker of UV rays. I disagree and reckon a
leather jacket or suit or armor would do a better job. My Aussie hat is made of felt, which is a double edged sword. Felt is dense and a superb blocker of rain & rays, however it also traps heat, making the head hot. For Bali a straw hat would be your best option. Your best bet is to find a decent straw hat in your own country and bring it to Bali. Akubra hats of Australia has a range of straw hats that would work in Bali.
The hats on sale here are large enough to fit a midget. Baseball caps are really not that useful and after wearing a proper hat with a brim, I feel naked with just a cap. Women visitors to Bali can easily track down a floppy hat in a Seminyak boutique and these seem popular with tourists from NE Asia.
A long sleeve cotton shirt with a collar is a very good form of sun protection, particularly when riding a motorbike. Of course any time you go on a boat, whether it be for fishing, day trip etc. make sure you apply plenty of sunblock beforehand.