17's pressed eyeshadows and blushers are lovely, and really cheap! Their foundation's good too, if you're looking for one.
Avoid No.7 eyeshadows, most of them have awful colour payoff(the metallic ones are alright) and it's only a little bit cheaper than MAC anyway.
Prestige eyeshadow's are lovely, especially the gold one, it glides on and stays put for ages.
GOSH is brilliant for pretty much everything. The waterproof eyeliners are particularly good, and the waterproof stick eyeshadows, which you can use like MAC shadesticks.
Be careful with Bourjois, some of their stuff is lovely, some is awful. The new longer, stretch eyeshaows are nice though, the colour payoff is better than their round one, and they're not as glittery.
Barry M dazzle dusts are alright. I used to love them because they were so cheap, but they're really not amazing. The GOSH effect powder is waaay better if you're looking for loose eyeshadow.
Hope that helps someone, I've just realised how long ago this thread was made...