Discipline: It's not just for the military. Good skin takes hard work. Drink lots of water and wear lots of sunscreen. Put in the time and effort to find products that work for you and use them like you're supposed to. Wash your face, gently, every morning and every evening (even if your less-oily friends can get by with once-a-day washing). It doesn't matter if you're too tired or you've had one too many -- you do it.
The good news is that this is the kind of hard work that gets you somewhere -- well-tended skin looks nice. And if it's still a little slick some days, comfort yourself that when you get older, you're going to have a much easier time with aging than your drier counterparts. While they're slathering their newly thinner, less elastic, more fragile hide with Crisco, you'll be sitting pretty. But in the meantime, you're not helpless.
For all you know, James Bond endured the same oily problem. He just had a really good mattifier.