I like Milani shadows. Some are as good quality as MAC, while others aren't. Like with most lines, it has its stinkers. I've been happy with most of the ones I have bought though. I have to agree with Cool Kitten, their greens and bronzes are great quality - Golden Bronze & Antique Gold, which actually is more of a brownish green w/gold, especially. BTW, Milani shadows are super easy to depot, and they fit MAC palettes. Someone on here posted a tutorial on how to depot them.
I get mine at Walgreens too, though I also see Milani at Target & CVS. The Walgreens stores in my area have the largest Milani selection and get the new stuff much more quickly, so that's why I prefer to buy Milani there. Plus, like the other already mentioned, they have BOGOF deals every once in a while.