I had a similar problem the first year or so with my car. Everything in the engine compartment would get a sheen of oil on it after driving a while. I tried all of the common things (oil temp sensor, dipstick, etc.), but it turned out the the cast aluminum pedestal the the internal oil cooler mounts to was a porous casting and wept oil even though no holes were visible. Since it's inside the cooling shroud the fan would blow an oil cloud all over everything. It was a bear to find and fix, but a new pedestal cured the problem.
EDIT: This didn't make the engine leak free, but the upper part in stayed pretty clean after that. There were still the usual pushrod tube leaks and others. I just lived with it.