I am doing my own make-up too, and most likely my hair. Considering it's a beach wedding, I'm not so fussed about getting everything done professionally.
I have oily skin too like many of you ladies have said, and I generally use BareMinerals by Bare Escentuals. I've been using it for years and love it! You can go to the Bare Escentuals store (if you have one in your area) and they will do a free trial for you to test out the products. They also sell it at Sephora if there is no Bare Escentuals store in your area. I know someone who used it for her wedding and she said it stayed on well for the whole event; she also said that this was the make-up artist's choice, not hers. Additionally, she said that the make-up artist wet a Q-tip, dipped it in the foundation wet it, and used it as a concealer. I've actually tried this and it works well enough. The only catch is that I don't remember if her wedding was on a beach in a tropical/hot setting. But I usually wear BareMinerals in the summer (since it's so lightweight and practically the only foundation I can stand) and it wears pretty well. I also find that their eyeshadows LAST for the 8 to 10 hours or so I'm out and about. I recently tested it out with a base primer I have and compared it with my professional make-up trial. I found that it provided the same coverage as the professional trial without feeling as thick. So with primer and setting spray, I'll probably use the BareMinerals line for the foundation and the eyeshadow. I will be testing it out again in the summer and see how it holds up in the humidity. Then I can make adjustments for the wedding.