im quite a smashbox fan, but only for certain items. here's my take on what i've tried:
soft lights - the best ever. these kick the butt of msfs and bb shimmerbricks. lovely glowy colors, no visible glitter - ever. hg for me. i have soo many, i have prism, matrix, aglow, the tokidoki one and the bca one. i used to have film/premier, dimension, allure and another one i cant remember. most can double as blush or bronzers. a few are very light on, and are just shimmer powder, but fine shimmer powder.
blush - like the colors too. they're pretty pigmented and longlasting. yay!
eyeshadows - generally not bad, but some are hit and miss. i generally yay these though. they have starlit a now dced color that was a plummy taupe just 1 or 2 shades lighter than satin taupe and a bit purplier that was one of my faves of all time.
lipglosses - big yay! these are my hg. i like fame, bombshell, and radiant. shutter is a good true purple mauve. i like the lasting power, pigmentation and consistency of these glosses. i love these to death!
other things i've never tried but heard about:
brow tech - supposed to be good
brushes - supposed to be good too, not sure how it compares to mac tho.
cream liners - ugh. stick to fluidlines or bb gel liners
thats all i know, hth!