Active Fx would be a useful modality but I would only recommend it in the proper settilng. That setting would be if you also had significant scarring so that you were treating other issues besides sebaceous gland hyperplasia.
Acid placed on the lesions of sebaceous gland hyperplasia would be far less expensive. Many dermatolgists do not even charge extra for this procedure. There is no real risk and no down time. I realize it is not high tech, but it is still very effective.
PD (photodynamic therapy) is also an excellent choice. It would also serve to help your skin in many other ways. A chemical, Levulan, is placed on the skin. This chemical (amino-levulinic acid) is attracted to the sebaceous glands. Following a short incubation period, your face is placed in front of a blue or red light source. This works very well too. It is more expensive, running about $230, but one can obtain excellent results
A diode laser such as the Smoothbeam is another treatment. This is going to be a little more risky than the other treatments mentioned. However, it is effective. You should be prepared to repeat the procedure in 1-2 years.
I hope this helps.