If you have oily or acne-prone skin you should use loose powder; pressed powder contains oils (used to press the powder into the compact) that can clog your pores. Or so my dermatologist said
I have tried several loose powders in department store and drugstore brands, and my favorite by far is Cover Girl Professional Loose Powder (for only $5)! It keeps my skin matte much longer than any other powder I've tried, and my skin is so oily, that's quite an accomplishment!
Another random tip, I recently bought a natural-hair powder brush (Sonia Kushak, only $12 at Target) and it gives me a much more smooth, even coverage of powder than my old synthetic-hair brush or the the puffs that come with most powders. Very nice!
(Although CG's puff is so hairy, it's almost like a brush! lol)
I apply loose powder in the morning and never touch up unless I'm going out at night .... with the CG powder my face is only slightly shiny at the end of the workday; with the other powders I've tried my skin very very shiny after only 3 hours! And even weirder, my skin
feels less oily at the end of the day with the CG powder!