Expensive makeup has better quality than cheap makeup, obviously. Maybelline and L'oréal cosmetics are one of my favorites because they are cheap and have really good quality. Mac is amazing, so is Lancome.
Almay and loreal are my favorites, sometimes covergirl for eyeshadow. Whatever you end up using, put moisturizer on first. A lot of people make that mistake and their makeup ends up looking really dry and caked on.