My favorite is definitely Archetype
ArchetypeCosmetics.com Mineral Makeup
The wait is long for shipping (3 months is typical, unfortunately), but the colors are extreme and the sparkle is over the top! Not everything, though - they have plenty of shimmers, and lots of amazing highlight and blending pigments.
I also use Signature Minerals
Mineral Makeup by Signature Minerals for their lovely matte liner colors and gorgeous metallics, Cory
Welcome to Cory Cosmetics also for their liner shades and vibrant colors (Cory has the best staying power of any of the eye colors I have used, which is primarily what I use makeup for), and She Space
Mineral Makeup, cosmetic pigments, mineral foundation, eye shadow again for their vibrant colors.
I have samples from Fyrinnae, Joppa, Dreamworld, and a few others, but I don't use them very often. I think I need to get more colors so I have some "go with" shades to experiment more with
I also use The She Space eye primer (still haven't tried the blackout primer yet, though I have it...), which is awesome with all of the brands I use regularly, and then I use Cory's Brow Wax as an eyelid primer when I need super-stickability that lasts all day. I only do that when I need to pile on the color and sparkle, though - see my Faerie Makeup thread to see what I mean