I think it's all down to the type of foundation you use. I've used liquid ones in the past and they feel vile, exactly how you've all described. I se benefit some kind of gorgeous and it's really light - you can't feel it on and, say, I can still see my freckles through it, but it gives you a nie even coverage. Either something like that or a tited moisturiser maybe?
I think you just have to experiment and see what's right for you.
If you naturally really nice complexion then you probably don't need anything - maybe just a good moisturiser or a primer.