Strictly speaking, most exfoliators seem to be the same. I find that the microdermabrasion ones work a little better. You could try a mild salt scrub, but with a little less of the scrubbing and don’t do it in the morning. Make sure you use a good moisturiser after, something like that Garnier anti-shine stuff (the Jojoba oil is the key anti-shine ingredient, so if you want to spend a little more you could buy some richer oil based moisturisers).
Also, make sure you use a good facial mask every now and then, something natural and clay based. Although you can get warming masks, I hear that something in them isn’t particularly good on your skin – so just use plenty of warm water, pat dry and apply the mask and follow the instructions.
So in summary: Pat your face with a hot wash cloth at night until wet, very gently scrub with a microdermabrasion exfoliator, rinse and pat dry. Apply a small amount anti-shine moisturiser. Wash with warm water in the morning, and re-apply a little more of the anti-shine moisturiser. You should notice a difference after a week.
This is coming from a guy, so my routine is probably a bit more loose than something a girl would want and I have no idea which moisturisers affect makeup etc. Give it a try and see what works for you.
Edit: My ex-girlfriend thought that the Boots microdermabrasion kit worked well. She didn’t use the moisturiser, just the exfoliator.