Messy=Fall-out.
Little specks of shadow that fall around the eyes, that leaves glitter straying on your cheeks, you could put loose powder under your e/s or use scotch tape to clean it up afterward or dampen your brush to make the MES adhere better and/or do your foundation last but I am not willing to do any of the above.
In my experience, some are better than others, but most have some type of fallout.
Good looking out, though.