Put on a primer. I like the smashbox pimer water. I spray it all over my face, and it works really well for my oily skin.
If you have oily skin, and your foundation does not dry down, then use a setting powder. I have oily skin, so with most of the foundations I use a bit of setting powder on my oily areas just to be sure it stays all day. Then use a setting spray.
If you get oily through the day, use a blotting sheet, then a bit of powder foundation if you need. You shouldn't really need the powder foundation if your foundation doesn't come off. If your foundation is coming off on a blotting sheet, you need a different foundation.
Try different application methods too. I usually use a real techniques sponge, they are pretty cheap at ulta. I use this to press foundation into my skin. I also use the sponge to apply powder, and a brush to wipe away excess powder.