Sites like Hautelook, Nordstrom Rack, Glambot, TJ Maxx (TK Maxx for UK people), even Poshmark has a makeup section (most products are used a little bit, but sometimes you'll find new items sold for less). Ulta often has deals on products (e.g., their twice-a-year "21 Days of Beauty" has different products each day available for 50% off, along with other deals; three-for-two or BOGO 50% off on various drugstore/budget brands). Of course, drugstores have deals on budget brands constantly (e.g., 40% off, BOGO free or a percentage off if you're part of their rewards programs). Various mid- to higher-end brands do Friends and Family sales at least once a year, usually for around 20% off. Sephora has a half-off selection that changes weekly, along with their annual events for Insiders (percentage off depends on Insider tier).
Using Rakuten (formerly Ebates) to get cash back can help, too.