What colors would you guys recommend as must-haves?
I have a ton of these and love them so much, but the swatch colours on the websites are not useful! Check eBay for better photos of the shadows -- even so, you might get surprised. I'll list the ones I remember here (unless otherwise noted, they're all singles -- the 3-colour pans are different even when the names are the same):
Black is a great matte black shadow, really nicely pigmented. If you don't already have a black shadow, this is a good choice.
I hear wonderful things about Root Beer but I don't own it.
Beanie is a shimmery purple-ish taupe; it goes well with Frosted Flakes which is a shimmery purple-ish taupey silver.
Purple is a gorgeous bright purple with blue sheen. Looks bad on me because of my dark circles, but I know other people love it.
Sahara is a pretty pale yellowy beige, not too shimmery.
Egg White is like a paler version of Sahara -- very pale yellowy beige tending towards white. Some people find this one chunky and not so good. Mine is ok.
Champagne is like a slightly more golden, slightly more shimmery version of MAC All That Glitters. They're really similar.
Golden Dune is a very, very shimmery (almost metallic) dark gold with a bit of bronze. It's really pretty.
Antique Gold is a less shimmery dark gold with a bit of green in it.
The Spring Leaf/Lime Green/Green Tea trio is worth getting if you like greens.
Kiwi is sort of like the colour of the outside of a lime. It's very bright.
I think Dark Brown is similar to MAC Charcoal Brown but other people have said it's more like MAC Brun. It's a basic neutral matte dark brown, but not that dark.
NYX Brown, on the other hand, has a fair bit of orange in it. It's not a neutral brown, it's warm. It's also matte.
Eutopia is one of my favourites. It's almost exactly the same as Stila Twig if you know that -- a shimmery, very dark reddish brown.
Gypsy is also a dark shimmery brown, but more purplish than reddish.
Herb is a shimmery dark olive. It looks darker in person than on websites.
Midnight is a greenish black with sparkle. It's a really cool, unusual colour IMO.
Sweet Lagoon is a shimmery pale sea-green -- really pretty.
Golden Poppy is more yellow than gold. It's a light shimmery yellow, but still definitely shows up as yellow.
Ocean is a turquoise-y medium blue with silvery shimmer. It's supposed to be the MAC Parrot dupe but I read that it's not that close (don't have Parrot so can't comment). I've noticed that NYX Golden Sky, in the pan, looks like a paler Ocean -- a sky blue with some green and grey added to it -- but I haven't bought that one because pale blues don't really work on me.
That's a start.
There are photos of most of these on Makeupalley, IIRC.