There's really a lot of good stuff out there. I love Milani, and the Loreal HiP shadows are good & there's 2 shades in a pot. I've also recommended the Physician's Formula quads because I have some that are basic shades & it has great texture, I use it wet or dry, shadow or lining, and they're under $10 for the quad. I've got all the mattes. I like the Rimmel, and at Walgreens they have Isadora which has some beautiful quads & 3-shadow sets, and I really like them, & GREAT colors.
I was looking at some great shades on the Smashbox website, but they were all like a single shadow for $16, I think it was, and I am nuts for having spent what I have on the MAC's for $13.50, so I'm easing off unless it's something LE that I know I will use.