The first mineral makeup I tried was L'Oreal. I bought it one day because my foundation melted (Yes, melted. I live in Arizona. 120+ is standard for the summer) and I had to fix it. I bought the lightest shade they made and it was still five or six shades too dark for me. It says sheer on the bottle and they DO mean sheer! It had no coverage, just made me look like I had a really bad, fake tan. The brush that came with it was relatively useless. Still not sure how I was supposed to use it.
I recently tried Bare Minerals and Everyday minerals. I think both are divine. I doubt the drug store brands will ever compare, for me anyway. It's just so hard to find shades that match me.. so I have to stick to the more expensive crap.