^i own the romantic palette. i like it but i wasn't blown away by it. i kind of want to buy the naked palette, though. although it's named similarly to the UD palette, the colors are actually pretty different. i don't have the natural palette but i have the eyeshadow duos that have some of the same colors: sexpresso/peach fuzz, silk teddy/erotica, honey pot/cocoa puff, and teddy bear/heaven.
i think the naked one has a few more cool colors and the natural has a few more warm.
i quite like too faced shadows overall. do you have a TF retailer near you? i would just say go check 'em out in real life and decide what you like the best. if not, i just look for all the swatches/reviews i can find and make a decision.