I know this isn't a new discussion and has been covered before, probably many times, but I think its always worth discussing!
I'll go first.
MUA makeup in Superdrug - I have just bought their under makeup primer. It cost me £3 and its excellent, better than the MAC stuff I have had in the past. Also bought an eyeliner pencil for £1. Its got a really strong colour, and is such a lovely soft pencil, and it has a built in sharpener in the lid. Honestly its better than things that cost ten times as much.
Any other bargain recommendations that I should know about?