I find my 239 deposits color the best. It picks up a lot of product, and if you pat the shadow on it comes out very concentrated and true-to-pot.
I think any of the white haired (goat hair I think) brushes from mac will do what youre asking for. I've heard a lot of people like the 242 for this purpose as well, but I dont find it good at all.
another vote for 242 - i like it better than my 239 for that purpose IMO. I use the 239 for the new moisturecover concealer (as recommended by my MAC MA)