hey I have crazy oily skin too oh man!
I use mineral makeup its a powder and light to medium coverage. I use
Silk naturals mineral makeup: in buttery gold (im asian)
( Silk Naturals) you can mix your own colours so amazing.
Under your foundation (if you MUST wear it) use a primer for oily skin: I use
proactive's sheer finish mattifying gel primer, many girls use monistat chaffing gel its as an alternative because its MUCH cheaper and has the main ingredient of silicon to absorb oil.
Also if you decide to use liquid foundation I also use
Makeup Forever MAT VELVET + its a formula for oily skin....its great, I dont use MAC foundations because it breaks me out like MAD!!!
I agree with the girl above, you should still use a light moisturizer even with oily skin use an oil free one: neostrata has great ones, so does normaderm and LaRoche Posay.