I have the following duos, and sorted them according to how pigmented they are in my opinion:
Very good: Habanera (this is actually excellent), Jolie Poupee, Balthazar, Underworld, Arctic, Rated R
Good: Kalahari, Portobello, Scorching Sun, Caravaggio, Bohemian Gold
Average: Bellissima, Calypso,
Goes on sheer: New Delight
All shadows last on me all day, and I don't use a primer, just a light dusting of powder on my eyelids before application. But then, I don't have oily eyelids.