I sound like a broken record but maybelline dream matte mouse is AWSOME for oily skin!! I also like jane oil free finishing powder in colorless. Hope that helps!
Bare Escentuals foundation and mineral veil. It won't hurt your skin and it will keep the oil at bay because it's a powder formula. I used this when I had super-oily skin and my face was just flawless and naturally dewy looking.
I was using Lancome, but I recently switched to Clinique superfit foundation and the oil-free matte finish pressed powder. It works great! I also recommend Victoria's secret blotting papers for touching up after a few hours!
I'm a Bare Escentuals girl too so I have to second Lilykind's suggestion. Also, have you tried a mattifying (sorry, can't spell) lotion? That may help.