I bought a Rimmel eyeshadow doodah the other day - haven't bought their stuff for ages but was surprised by how nice it was. Had like a pinky cream, beigey brown and dark brown for natural / smoky look. Very easy to use the two lighter colours during the day and then whack on a bit more of the darker colour in the evening and it lasts really well.
i was in debenhams last week and looked at the urban decay naked palette it looked very nice lovely colours, i didn't get it because i rarely wear eye makeup but i can't stop thinking about it - i did get a couple of coloured eyeliners for holiday.
Beware of the avon eyeshadows, they are very powdery and drying, and get very messy in the palettes, i had loads returned when i did avon.