I agree, the palette in the Lancôme set is great. The shimmers are lovely.
I also agree with @OvaHere that either the I Need a Nude or I need a Warm from Natasha Denona would be perfect.
If they like colour, the palettes from Cosmic Brushes (small indy brand) are brilliant quality, particularly for the price. About £30 for a twenty pan palette.
Also brilliant for the price (and even cheaper) are the Beauty Bay own brand palettes. Loads of options for colours and sizes. I own loads of eyeshadow palettes and these are the ones I use most.