I second (third, fourth?) the Naked Basics palettes. I've been eyeing the Naked Basics 2 palette for a bit, and it's reasonably-priced for the quality. Depending on your coloring, you can also use some of those colors for eyebrows (I use an angled brush and powder to define my brows).
Naked Basics are $29 each:
Even shimmer drives me nuts! Though, matte shadows are definitely having a resurgence at the moment.
Some other good options:
Tarte's Amazonian Clay Matte Palette $44:
I haven't tried them, but I hear that NYX has decent-quality shadows, with many hues that are good dupes for MAC colors. Ulta carries the singles for $4.99, with buy one, get one 50% off right now. Ulta also usually has a coupon offer for $3.50 off a $10 purchase.
http://www.ulta.com/ulta/browse/prod...mpprod4141605#
Bare My Soul, Maybe Later, Tryst, Underneath It All, and Blame it on Midnight all look like great choices.