If you find your foundation is rubbing off or your liquid foundation is looking shiny, set it with a translucent powder. Most women will set their liquid foundation or concealer with a powder foundation which can look cakey. Translucent powder is a sheer powder which will not add any color and if you use the right one it should blend into your skin and not look cakey.
I have mentioned using a translucent powder in a previous tip post, but I feel translucent powder deserves its own post. Many women have never heard of translucent powder and truthfully, I never had until I went to cosmetology school. Translucent powder can make a huge difference in your makeup. I use a liquid foundation and I will always set it with a translucent powder.
For a high end translucent powder I recommend using Make Up For Ever HD Microfinish powder.
For a cheaper alternative (which great quality) I recommend using E.L.F High Definition Powder. E.L.F's version is basically a dupe of the Make Up For Ever product. I personally use this all the time.
One last product I would like to point out that I have heard some really great things about is Laura Mercier's Invisible Loose Setting Powder.