Oh, I know what you mean. I was tired of looking like someone slapped grease on my face. I went to Mac and Sephora and got sample of a few things and here's what works for me:
Hope in a Jar Moisturizer (although I think it is a bit expensive, so I will try a few others before purchasing the full size)
Primer: Smashbox Photofinish light (works like a dream....very light and keeps the skin matte all day)
-or- I have also went ahead and purchased Iman Undercover agent oil control primer (It was over half the price of smashbox and works great)
Then I use MAC MSF foundation and Studiofix powder (or just the powder). Before, I was just using these two products alone, and that was when I would get the oil slick face. The primer really makes the difference.
Oh, I have also sampled MAC Oil Control Lotion and Prep and Prime.....they seemed to have worked well also.
Bottom line, of all sampled, for cost effecient control, use Iman's Undercover agent.....for bestest results....use Smashbox PF Light.