TheBalm Nude Tude is an awesome neutral palette that I chose over the UD Naked palettes because it has a bit more color variation.
Urban Decay is great.
I love MAC for all of the color options, but the quality of specific colors can be hit or miss. I look up reviews on the particular shade before purchasing.
My favorite overall eye shadow are the Maybelline Color Tattoo shadows, mostly because they are so quick and easy to apply. They are also very long lasting. I wear these a lot during the day when I am in a rush to get to work and want a simple look with just one or two colors.
I also like the NYX Jumbo Eye Pencils. They do tend to crease a bit and work best as a base, but the colors are very pretty and they are inexpensive.
Giorgio Armani's Eyes to Kill Intense Waterproof shadows have become my all-time favorites very quickly. They're not cheap ($36/pot) but contain more product than the average shadow, if that helps to cushion the sticker shock a bit. They're a hard-to-describe cream/powder texture somewhat similar to the L'Oreal 24 hour shadows, and both apply and blend beautifully. They build beautifully and blend without turning muddy.
Shade-wise the colors are incredibly complex, and do tend toward frost/shimmer, though most are subtle enough to be work appropriate.
There are 29 total shades released to date, though a handful have been discontinued since they launched. Good swatches are easy to find online if you don't have a Nordstrom with an Armani counter nearby.