i actually use pigments in almost every look i do. i make my own mixing medium w/ rosewater & glycerin (3 parts to 1 respectively) and keep in in a dropper bottle. 85%-95% of the time i use pigments wet as a base for the look on top of UDPP. i'll wet my brush w/ my mixing medium then swipe it on the lid of the pigment jar as most of the time there's pigment in the lid, sometimes i'll dip in the jar if i need to (note: i put my pigments into sample jars so that i don't contaminate the larger jar and to prevent knocking over and wasting an entire jar as i can be clumsy when i'm in a rush). anyway once it's wet on the brush i swipe it on to my eye usually up to the crease. i like to use a lot of colors so if i know my look is going to have 2-3 different colors on the lid i'll lay down 2-3 different coordinating base pigments vertically in a row from inner to outer eye, hope that makes sense. i also slightly blend into and above my crease so that the line isn't too harsh to blend later on.
the other 5%-15% of the time i'll apply pigments dry in my look like pressed eyeshadow or apply with my fingers/brush on cheeks and lips.