oh, I have to put in a plug for my favorite mu product ever -- Cover Girl Professional Loose Powder! Before I tried this I had tried several loose powders, both department store and drugstore brands, and since they all seemed the same I figured I might as well try this CG powder since it was only $5. This stuff is awesome! Normally my oily face is shiny only 2-3 hours after I wash it regardless of my mu; with this powder it's completely matte after 3 hours and barely shiny at the end of the day with no touch-ups! Plus, at the end of the day my face doesn't even feel oily like it does with other powders or even with no mu.... I don't know how it does it, I guess it just magically soaks up the oil???
Now if all you want to do is set your mu, I haven't really noticed a difference with any of the powders I've tried. They all seemed to work equally good used with foundation as an eye makeup primer, and they all seem to set my foundation and concealor pretty well, although the natural oils from my skin can mess up my face mu by the end of the day when I'm not using the CG...