Hi and welcome cherline, IF you aren't sure what is best for you, why not go by the beauty counter and ask for a couple of samples to try at home. Once you've tried them, then you can best determine what would work better for you.
Oily & sensitive skin is a little more challenging. The only way to see if a product works for you is to try it. Getting samples of products is best so that you don't waste money on stuff that doesn't work. Milia is caused by moisturizers/makeup that is thick, heavy and not easily absorbed by the skin. Excessive sun exposure is another cause because it tends to thicken the sick making it unable to exfoliate itself. You need to use an exfoliator. I suggest (please try it on a small area to make sure you're not sensitive to it!) using a cleansing oil first. I make my oil with 25% castor oil, 25% jojoba & 50% sunflower seed oil (mix it in a 4 ounces bottle). I massage it on my face..do not rub but massage gently. I then get warm face cloth and let that sit on my skin. I do that three times so that the steam seeps into my skin. I rinse off then use a gentle cleanser ( I use Purity made Simple from Philosophy). Rinse off again. Then I use the microfibre cloth with warm water. Gentle strokes. Rinse again. Your skin will feel great! I believe that starting out with clean skin is very important. As far as what products work best...it's not quite that simple. It's what works for you. I'm sure others on this forum can share their experiences with different creams/serums. But I have to warn you that what works for some doesn't mean it will work for you. The only way is through trial and error...hopefully finding what works quickly.
I use Mario Badescu Drying Lotion as a spot treatment on my pimples.
At night I use Green Cream which is a retinol cream and an eye cream that does NOT cause milia....Bright-I Cream from Skinactives is one product
In the morning I use a Vitamin C serum ...I recommend at least 10% Vit. C serum Most of us on this forum make our own but if you want a ready made serum you can purchase it....some can be very expensive. What I used before I made my own was
Cellular Skin RX C+ Firming Serum W/ 12% Stabilized Vitamin C.
And the best advice I can give you is to make sure you use a good sunscreen on your face EVERY DAY...RAIN or SHINE! One that is for oily/sensitive skin.