What I do doesn't work for everyone. It really depends. But what I do is put a light layer of powder on first, then liquid foundation over it, and then a light layer of powder again. The initial layer of powder helps. This helps me and my best friend (we both have oily skin) but it doesn't really help my cousin. I'm not a makeup expert, so no idea why it's different for her and not us, I guess it's the skin type. But it really helps. Before I started putting a layer on under my foundation, my t-zone area would be oily in an hour or two. Now it lasts most of the night with only a little oil around my hairline.
Maybelline Baby Skin primer is good
Also if your skin is prone to getting greasy try using oil free moisturiser