Best ones I've tried is the L'Oreal H.I.P., they had a sale at Rite-aid and I stocked up. The color stays on my lids all day long and do not crease, and they are highly pigmented. Right now these are my fave!! I highly suggest trying them. I have also tried Wet-n-wild, the color isn't as intense but it does stay on.
Maybelline does suck and so does covergirl. I still need to try MAC, it's just a little bit too expensive for me.