I dont know what I'd do without vanilla, lol. I love it, on me it's not very sheer unless I make it sheer on purpose. I wear it 99.9% of the time, sometimes I put a color like your ladyship over it if I dont want too much shimmer.
Other fave's:
Sweet Sienna
Coco Beach
Grape
Naked
Deep Blue Green
Copperized
Pink Pearl
Forest green
then almost all from the Overich Collection
The list goes on & on. There's around 20-30 that are my must have favorites. All I wear are pigments due to all regular shadows bother my eyes.
Someone asked about what brush to use, to prevent fall out I use a sponge applicator first and apply the pigments, once blended as much as I can with that then I use a regular brush. Once I started doing it that way I now have zero fallout & save a lot of wasted pigment.