Oh man we've had a heat wave here and my skin has gone from oily to extra-see-your-reflection-in-my-skin-oil-slick, so I know what you mean!
I've been using The Body shop's Seaweed Mattifying Day Cream, it's suppose to help control oil. I can't say I am jaw dropping impressed by it, but I will say it does help. However, I want to upgrade to Estee Lauders ‘Clear Difference Oil Controlling Moisturizer’... but at a mere $32 bucks I will have to save a bit (but the reviews on it seem far superior to other oil controlling moisturizers). Point being I'd start out with a oil controlling moisturizer.
Next, I use Clinique Pore Minimizer... which is kind of like a primer. Makes pores smooth, skin like velvet, while helping control oilies and withstanding to heat. They also have the same stuff in a 't zone oil control' formula but I don't like the texture as much.
Then I've been using Clinique's Work Out make-up which holds up pretty well in heat and to oily skin when you set it with a loose translucent powder. Or Revlon’s Color Stay... if that's too heavy they make a Revlon color stay in a 'active' formula which is suppose to be lighter coverage. Also MAC's blot powder is nice for touch up's.