I could easily solve this country's oil crisis with my face. Swear. That being said, what I'm finding works for me is this; use a primer first (I use MUFE HD primer...the blue one), then LIGHTLY dust MUFE HD powder over my face (you could sub oil blot powder for this, but the softness of the HD powder helps my foundation blend), apply the foundation, which for me is usually DiorSkin Forever, then do the whole blush, contour, etc routine, and follow up with MAC invisible powder, blot powder, or whichever you prefer.
Also, I find that if I over-do it a little, and make myself look like a powdered donut, a quick spritz or two of Fix + (or charged water, which is what I'm using now <3 ) will make things aaaaaallllllllllll better.
I've tried the milk of magnesia thing...and well...it was OK...and you definitely have to be careful with how you apply it, how much you apply, and don't forget to shake the bottle REALLY well before each time you use it. HTH!
PS No, it doesn't matter which brand you use...I bought the CVS brand AND the phillips brand...there was no difference.