I've found it doesn't really damage my skin that much, but maybe it varies from person to person.
Oddly enough I actually find my skin gets better if I wear makeup every day because I spend ages cleaning it really well after, lol. ;D
I usually wear primer, concealer, foundation, blush and powder on my skin... I don't really have blemishes, a bit of uneven skin tone around my nose and a few blackheads (had them since I was 12, have NEVER been able to get rid of them D
but that's all.
I think if you just cleanse it off really well, tone and moisturize, in my experience it's okay!