I also have sensitive skin and I use foundation and blush from tarte, specifically the Amazonian Clay one with SPF 15. I also just got the Colored Clay foundation and CC stick from tarte and so far I like it and no breakouts or reactions from the new formula.
For eyeshadow I mostly use Urban Decay. It does not irritate my eyes and I also use their eyeshadow primer. I tried tarte eyeshadows a while ago but was not impressed with the texture/blending and it also looked muddy on my eyes, but I don't have that problem with UD.
For mascara I use tarte Lights Camera Lashes! Or Revitalash mascara and primer when I want something more dramatic.
I'm all over the board with lip products and use lots of brands for that, but my favorites are Napoleon Perdis, Neutrogena, and the Kate Spade lipsticks from Rimmel.
Since I have sensitive skin I switched to all natural face care a few years ago and it did wonders for me. My routine is this: splash with water only in the morning, no cleanser. At night I remove makeup with Kiss My Face natural Olive Oil soap and a few times a week use a generic Clarisonic. The soap is enough to get off mascara too with a little extra care. Then I apply a light layer of Argan Oil. After that sinks in I use all natural moisturizer by Earth Sciences, the almond-aloe moisturizer. A few nights a week I also make a mask at home with honey, cinnamon, nutmeg, and avocado if my skin is especially dry. This helps cleanse, control acne, gently exfoliate, and moisturize and the cinnamon and nutmeg can help even out skin tone as well. I leave it on for about 1/2 an hour.
I hope some of my tips help you, and good luck with your product search!