So I am definitely a big fat girl when it comes to make-up!!
I buy make-up all the time so it often gets me buying cheap make-up because it is well...cheap. Cheaper make-up often does take more work.
Here is what I do. I was recently turned on my Wet n' Wile Icon Palettes. These shadows are awesome. If you haven't tried these I suggest that you do. They are terrific. Highly pigmented and the colors in each palette option are really good and make sense. However, sometimes with these kinds of palettes and brands their shadows are very dusty and have a lot of fall out. There is a very simple solution.
Only pack the shadow onto one side of the brush and then blend accordingly. Seems kinda silly but this really works. Give you brush a tap before you put it onto your face, but you really save yourself some heartache in fixing your foundation if you just pack one side of your brush. Simple solution, but makes it so much easier!!