It all depends on your hair type. I'm the same way, I know girls that only need to wash their hair every other to every 2 days because they have such dry hair. We don't have that problem. While it is "healthier" to not wash everyday, we simply can't do that. However we can be a little better about washing our hair everyday.
To help it stay less oily longer, use a clarifying shampoo (preferably pH balanced) or a shampoo especially meant for oily hair (it will tell you on the bottle) but be prepared that you may have to spend some extra money. Use less conditioner, or only condition ever other day, that will also help with less oil and residue. If it is excessive, you can talk to your doctor about a medicated shampoo he/she can prescribe (that's what my mother has to use.) Also, do not brush your hair constantly or frequently, you're only spreading the oil throughout the strands of your hair.
Try asking your hair stylist next time you get a cut or style, I'm sure they deal with that everyday and know exactly what specific products will work best for you :)