I actually used to work for Lancôme, and I absolutely LOVE their products!
They really do have the *best* mascara in the world. If you want a waterproof one, try the Hypnose WP. It's amazing stuff--you're lashes WILL NOT move all day. But I have to warn you--it's hard to get off. I finally got fed up with the not-being-able-to-get-it-off and went back to the regular Hypnose. But then again, I don't really need waterproof for anything (most people don't, they just like the versatility). I have the same problem with oily eyelids though, and most mascaras flake off almost immediately. Not Hypnose. It's wonderful stuff. Movie star lashes, really.
As for eyeshadow that doesn't crease (I have the same problem), I love Lancôme's ColorDose. It's a waterproof cream that comes in a variety of colors which you can wear alone or under any other eye shadow and it will make it say put. Most days I wear the beige-colored one (Montego Beige) and wear whatever eye shadow I want over top of it (even cheap eye shadow works better and stays put when over a good base). There are also uncolored eye shadow bases on the market that are wonderful, like Lancôme's Aquatique. It's a little dryer--and therefore harder to work with--than the ColorDose, but it has the additional benefit of making your color show up better.
If you decide to use any form of cream eye shadow or base, I highly recommend using a camoflauge or concealer brush to apply it. Actually, I recommend using a decent brush for applying every type of makeup, from concealer to foundation to shadow to lipstick. Brushes 1. use less makeup so it lasts longer, 2. apply makeup more smoothly and evenly so it looks better and wears better, and 3. if properly cared for (wash them out with your regular face cleanser and warm water, then stand bristle-up in a cup to dry) are more hygenic than using your fingers or those icky little applicators that come with your makeup.
As for anti-aging foundations, you'll have to be careful. Typically anti-aging formulas have oil or other added moisturizers to counteract dryness (your skin gets dryer as you age), and so would be the wrong choice for your oily skin. And makeup made for oilier skin is usually not only drying, but thick and cakey.
My overall recommendation to you (and this goes for any department store brand, not just Lancôme) is to go to your local department store and 1. have them give you a makeover (they will expect you to buy something, so be prepared to spend at least $25), or 2. tell them someone recommended such and such a product to you and that you would like a sample so you can try it for a few days before buying. They WILL give you a sample--if they don't they're just plain rude and not very good at their job so you should go to another counter. They will even recommend a foundation for you and match you up with the right color.
It's hard to find just the right makeup, especially foundation, so ask for samples of different products and different brands until you find your perfect match. But better quality products ARE worth the extra money, because they look and feel better, last longer, and don't clog or harm your skin. Lancôme foundation will run you about $30-35, the shadow bases are I think $17-20, and the mascara is around $22.
If you have any other concerns or questions, I'd be happy to offer my two cents. I could talk about makeup all day (obviously)!
Hope this helps!