Just thought I'd show you guys this incase you haven't seen it.
http://www.youtube.com/watch?v=bPoMpBlmUBQ&feature=related
It's a youtube video about disinfecting your make-up whether it be eyeshadows, lipsticks, eyeliners etc. I have no idea if it will improve the "shelf life" per se but as it's to kill germs/bacteria, it should at least make it so you can use it longer without worrying about infection.
Also, I know a company called Beauty So Clean. They make stuff as well for this purpose, they have wipes you can buy/use and you can use them to wipe mascara wands off after each use so you technically don't deposit the germs/bacteria back into the tube. Hope that makes sense.
In any case, the products above mentioned are good for powders and creams, lipsticks, eyeliners, etc. The only thing I can't imagine it working for (unless you use Beauty So Clean wipes) is mascara/lipgloss. But it should at least ease the pain of throwing things out.
Hope this is somewhat helpful/comforting to you ladies/gents!