I have oily skin as well. I'm using Jane Iredale's mineral foundation (Purepressed SPF 20), and then I set it with their Balance Antioxidant Hydration Spray. It's very natural looking and doesn't cake at all, and it looks like your skin but better!
The cool thing is that you can take a quiz on their website to find the best product for your needs, and a customer representative emails you to follow up. You can get quite generous samples of most of their products too - I received a sample of the mineral foundation and I'm still using it! You really get a chance to try their products out before purchasing.