Moisturizers make my eyes sting! What can I do?

I'm... old enough to know better. I've always had oily skin, but several friends have very tactfully and gently suggested that I might benefit from facial moisturizer, especially around my eyes. The problem is that no matter which one I use or how sparingly I apply it, it seems to "creep" into my eyes. It stings and makes my vision filmy. I've tried just putting it on before bed but then my eyes are just all gummy in the morning. Does anyone have any suggestions for particular products or techniques that might help? Thanks!