I've used tons--UDPP, TF Shadow Insurance, MAC Prep+Prime (ugh, terrible!), and several off-brand primers (ups and downs with those--but honestly, my go-to is still a little bit of my foundation, blended from lashline to browbone. Granted, I don't have oily eyelids, but a little L'oreal True Match foundation makes my shadow stay for a loooooong time!