I used to walk over an hour to school and an hour to work, so it was super important that my SPF was waterproof, becuase I would sweat lightly and my makeup would shift. I had really great luck with Sheiseido SPF 45++, which was waterproof and covers both the UVA and UVB spectrum, which is pretty important, too.
I found that I minimizing the moisturizer I was putting on helped tremendously durring the summer, when I would get more oily. So, I would spray use toner, serum, and then I would use my oil dispersing toner again, which diluted the moisturizer and allowed me to coat my face with a SUPER thin coat of SPF.
So, although Sheseido SPF 45++ is pretty creamy, my skin was fine when I toned it down with toner. )
If you're super-crazy-oily, I would suggest switiching to a powder foundation with SPF. When I can't stand a creme SPF I use Aveda powder, which has a build in SPF and no talc.
Hope this helps.
I have oily fair skin, and I'm a big fan of powder sunscreen layered on over lotion sunscreen. I use Clinique Almost Powder SPF 15 over Aveeno Positively Radiant SPF 30, and the powder is great for touch up (both mattifying and sunscreen boosting) throughout the day. Hope this helps!
I swear by Kate Somerville serum sunscreen. Because it's a serum it sinks in instead of sitting on top of your skin, but really protects because of high spf (55). I wear it under primer and tinted moisturizer and it doesn't get greasy. Plus, its lightly moisturizing. It's a bit pricey, but lasts a really long time. I put in on my chest, too,(lots of people forget this spot!) to prevent crinkly skin and age spots.