I second Morphe Brushes!!! Such quality and you seriously can't beat the prices. I would also like to inquire as to what kind of skin you have@
@grace2016? If you have oily skin, definitely a primer is what you need, and there are good ones at the drugstore and amazing high end ones too. The
Milani Primer for Eyes is one of the top drugstore brands (CVS), and the
Too Faced Shadow Insurance is probably the top high end one. Also, make sure to set with a translucent powder or a neutral shadow all over the lid.
However, if you have dry skin, like I do, your eyelids may be so desperate for moisture that they are sucking up any product you put on, to try and rehydrate themselves. I used to wonder why my eyes weren't holding on to any eyeshadow pigment, and my eye look would fade after just an hour or so of wear. If you have dry skin, try moisturizing your eyelid with a light eye cream, letting it fully dry, and then using an eyeshadow primer like the ones I listed above. It will give your lids the moisture it needs, so they don't have to go looking for it in any of the eyeshadow products you use!