Are your eyes sensitive to makeup? Mine weren't until a few months ago, when the mere mention of Maybelline made my eyelids swell up and burn like a waxing gone way wrong! So I decided to finally be a grown up and spend more than $5 on eyeshadow.
At the suggestion of a makeup expert friend, I went with the Urban Decay Naked palette. Have you tried this? This is only my second day of using it, but so far no potential blindness! Yay!
By the way, I had the BEST experience at Ulta in Midtown. The girl patiently answered my 8 million questions (I get so lost and confused in make up stores), she told me it was no problem to return the eyeshadow if I had issues with it, AND she gave me a free bag! She said it was leftover from Christmas, and it looked like me. (It's bright pink, so she was right!)