For foundation, powder, blush, etc...I ONLY use Clinique. I have very sensitive skin and break out if I use anything else. Clinique is way expensive though. $18 for a bottle of foundation. Worth every penny, though.
For eyeliner and mascara, I use Revlon Colorstay. Doesn't smear or smudge after 12-16 hours of intense sweating or crying, etc.. Lasts the whole shift. Removes easily w/baby oil. Eye shadow I use those new little things from (revlon? l'oreal?) called fresco? colors. I think that's what they're called. Cream shadow in a stick form. Again, it lasts. Doesn't wear off.
Lipstick is either Revlon Colorstay or Clinique's version of colorstay-type stuff. Lasts a good 6-8 hours. Nice colors, nothing slutty or flashy. I'm an earthtone kind of girl in the makeup department.
Hope this helps!! Go shopping, woman!