i'll try and keep this short, but heres what i use
foundation- i dont use foundation becuase it makes my skin breakout and look really bad overall, so instead i use revlon skinlights face illuminator
concealer- stila
loose powder- estee lauder so ingenious multi-dimension loose powder. i think it looks great.
blush- MAC. i have a matte blush and a shimmery blush. i layer or alternate depending on the time of day/season/etc
eye shadow- i use either MAC, stila, estee lauder, or sephora. personally, i think sephora and stila are the best.
eye liner- i dont use, you'd have to ask other people
mascara- i use maybelline or maxfactor... i like maybellines lash extension (the one that curls your lashes), but i dont like how it doesnt come in water proof. and i always curl my lashes... i think it makes you look more awake...
lipstick- i dont use lipstick... but i use a lip liner as a base and i layer a gloss on top. i use lip liner from the body shop to outline and fill in the lip, and then i put MAC lipglass on top. i blot that off, then put philosophy lip balm on top of it and out the door i go.
i have a TON of makeup (like, a full drawer in my dresser) that i switch off depending on my mood, the season, where im going, etc etc etc... but thats what i use now
i find it best to find a line that works best for me and then get several different colors in that brand/line.
eta: oh, and make sure that you get a good set of brushes and such. they really can help make your make up look better...