...stickers can pick up oils from your fingers and end up looking nasty...
I have to disagree. I have been using stickers for months now.
These are vinyl stickers, printed on the sticking side. The side you touch has not been printed at all. The texture is not as sandy as PBT caps, but it's not slick either. To the touch, it's pretty much like new ABS keycaps.
They don't pick oil from your fingers more than the uncovered keycaps.
I don't have stickers on all the keys, because many letters are located at the same place in AZERTY and QWERTY (for example most of the second and third row starting from the bottom). When I type, I can't really tell when I'm hitting a sticker or a regular key.
I guess some day they will wear out, for example a corner will start to unstick, but this is not a problem. A full set of stickers costs $2 or so, and I have several ready in advance.
It's not a perfect solution, but it works well enough.
The first time I used them was on my Realforce 88UB. It is AZERTY already, but has black on dark gray labels. They are unreadable. I cannot type on a blank keyboard, so I had to put AZERTY stickers on an AZERTY keyboard!