Do you want your skin to look like pure velvet or silk? Laura Mercier Loose Setting Powder is by far the best I have ever tried. I discovered it years ago (while reading an article about Julia Roberts, who apparently swore by the stuff) and have never turned back. Just a dab will set your makeup all day without making you look cake-y or overly made up. Throughout the day, your skin will still retain that dewy, fresh look (if it gets on the oily side, just re-touch with the puff only or use a blot powder that doesn't add makeup, like M.A.C.). Oh, and it lasts FOREVER.
Laura Mercier Loose Setting Powder can be purchased at Neiman Marcus, Sephora, Nordtsrom. $34