If you live in London I can recommend Inglot eyeshadows. They have a shop in Westfield at Shepherd's Bush and their eyeshadows are really cheap.
Illamasqua also have a sale on their website until Tuesday and have some good palettes with bright colours for £10.
I've not tried BH Cosmetics but I suspect they're not great. Sleek are very popular with Make up Artists and lots of great colours in the palettes. Not to mention they are from Superdrug so really easy to find!
I would invest in a really good quality black though as it's a bugger to blend without going patchy if it's cheap.