Have you tried addressing the cause of your oily skin? It's not always something you're stuck with. It can be down to things such as diet, the products you use to cleanse your skin, hormones etc etc.

Easiest one first - what do you use to cleanse your skin, and how often do you do it? If you're using a regular cleanser or soap which contains SLS (sodium lauryl sulfate), that will strip your skin and cause your sebaceous glands to go into overdrive making it more oily. Try just using hot water and a clean face cloth to wash with. If your using mineral makeup, this will work fine to remove it.

Another thought - do have a fringe (bangs in the US?). If so, it could be something your using in your haircare which is perpetuating the problem - again, most store bought shampoos and conditioners contain SLS so could be partly responisble, especially if it's only affecting your forehead.

Only a couple of quick suggestions as I should be working! Hope they help

I have really oily skin as well and what I tend to do is carry blotting papers with me , rice paper (like these by AVON: shop.avon.com/shop/product.aspx ) and blot before going on stage. When you do it gently, it piks up the oiliness without taking off your makeup.

I too use oil blotting sheets but I use the ones by Clean and Clear, they are something like 5-6 bucks and sold at any old store (Walmart, Kmart, Target) and they don't disturb your make up when you use them.
I don't perform yet, but I have been carrying around the sheets in my purse forever just because I'm always oily; I will notice my face is shiney, whip out a sheet, press it on my face and throw it away.
Easy-peasy!