That's where the Pur Minerals Balancing Act Shine Control Power* comes in. It sounded good at first glance but I didn't hold out too much hope for it to be honest. Wrong! This product has really, really impressed me.
This powder is a mosaic of sheer and neutral tones, it adds a little coverage to your skin when worn alone, but as a setting powder is how I love to use it. I press this on with a dense powder brush and then buff it out. It does mattify the skin, but it doesn't feel really dry or look powdery or cakey on the skin.
The best thing.. It controls my oil and shine all day long! The first few times I tried it I kept on looking in the mirror (as you do) and was so surprised at how good (and not oily) my face/foundation still looked.
So I obviously love this product, it does something for me that nothing else ever has. It's a tad on the pricey side at £22.50, but if you have oily skin and want to keep it shine free all day, this is worth a try. It has become a staple for me every time I wear makeup now.