My favourite make-up remover is Bi-Facil by Lancome, it removes it really quickly and efficiently, and it's gentle on the skin. It doesn't feel oily after, and it doesn't hurt at all.
Even after I do hefty makeup, when I use this you wouldn't think I had any on before, and it works well on waterproof makeup too.
Another amazing one is Borghese Gel Delicato Gentle Makeup Remover.
I've been using this FOREVER, and it works really well too.
It's also non-oily and doesn't make your skin feel weird, and it still gets rid of waterproof makeup very well.
It's prefect for sensetive skin too.