Easy up on the make up first, go very minimal...like eyeliner and mascara. See whether it makes a difference.
In the mean time go to your mac store and get a make up sales person to recommend the right foundation for your skin.
Get make up primer and fave base to use as an undercoat before applying make up.
Go to your local drug store and chose a cleanser designed for oily skin.
Every night, splash warm water on your fave, wash your face, then splash cold water on your face (warm water opens your pores, cold water closes them).
On a side note: tell the make up person, every make up product you currently use, she'll advise whether it's escalating the problem or not. Make sure you don't use make up illuminator ever if you have oily skin!
More make up is bad. I have oily skin and I use Clean & Clear Oil absorbing sheets. You should be able to find them at Walmart and Target. They're inexpensive and easy to carry along with you. In a pinch, you can use plain tissue to soak up oil.
Do NOT cake on more make-up, that's horribly bad for your skin in many ways! Instead you should go with good skincare routines. Moisturise your face with a moisturiser that keeps your face matt, You can also use a oil-control serum on your t-zone. for make-up power is the best for oily skin and use oil-absorbing sheets to just dab away the oil. If you have really oily skin you can use one sheet every second to third hour, but never put on thick layers of make-up :)
Try using Noxema facial pads. They are in the make up aisle..should be anyways. They work very well. Also, it wouldn't hurt to have the facial oil sheets handy in your purse, they take the oil off and it is weird but they work wonders.
Wash your face only twice a day. Use a soft cleanser (Spectro jel or cetaphil) and an oil free moisturizer. Rough cleansers dry up your face and your skin will produce more oil to compensate. If you wanna put on makeup, use a oil control face primer, water base foundation, matte powder with oil control and a makeup fixing spray. And always have some blotting papers with you like the clean and clears one.