I have the same problem and have started taking Vit. A. My oily skin is causing me to also have problems with adult acne so I did some more research. Some of these problems come from parents and some from over cleaning the skin and some again from hormones. Don't use a soap that is too strong as it will cause your skin to overreact. Try to find a light moisturizer made for people with oily skin. I have read not to eat flour and milk but I do love my carbs. The final option that I found was to take and acne drug but I don't think this is the option for you if the oil issue has not caused acne problems.
There are many anti shine creams that you can use if you dont like the look of oily skin. If the feeling really bothers you try using oil removing pads throughout the day.
You should use powder on your face. There is no other way to get rid of it.
I used a powder a lot when I had oily skin. If you are a male, maybe this would make you feel too self-conscious, but even some cooking powders such as cornstarch can be brushed lightly onto the skin and absorb oil without looking like makeup.