here's what I do when I go out dancing, otherwise it's shine-city...
1) Matte foundation on T-zone. Currently, Lancome Teint Idole Ultra, which works pretty well.
2) Blot papers! Clean & Clear Oil Absorbing Sheets are pretty good. Toilet seat liners work in a pinch. I do this a minute or two after foundation, but before powder, especially if I've sheered it out with moisturizer.
3) After blotting, dust with translucent powder. Cinema Secrets Translucent Powder works amazingly well actually. I picked some up last Halloween to set weird-colored face paint (pretty cheap iirc). It's really finely milled, too, which is nice.
4) keep blotting as needed.
hth!