You are stripping so much oil from your skin that it is working overtime to put it back - that is why your skin feels oily again so soon afterwards - just use a very light fragrance free non medicated face wash.
i have this problem too and have tried every product out there and nothing helps!
Somebody on here did tell me that aquaeous lotion would be good - I havent tried it yet, as all the reviews say its for dry skin, so not sure if its any good or not. The MNer said it works for her though.
This is perhaps a bit drastic but I used to have really greasy skin then I went on Dianette (contraceptive pill) and it was like I had all the oil sucked out of me overnight! But obviously I'm not recommending you use medication, only if you are on the pill anyway, is worth considering. The other thing I use is some mattifying lotion but it is Lancome and quite expensive but it lasts for at least a year.