I have oily skin, but is it just me whose skin gets even oilier if I don't apply moisturizer?

In the past, because I have oily skin, I hardly ever applied cream because I thought it would make my skin even shinier.

However, if I wash my face and don't apply anything or just a light lotion, the oiliness gets worse in the afternoon.

Lately, I've been applying a thin layer of gel-type moisturizer, and it feels like the shine has decreased more than I expected. It seems that drying out your skin just because it is oily isn't the answer. For those of you with oily skin, what criteria do you use when choosing a moisturizer?