I suggest brushing the brow hairs after foundation and setting powder to remove any excess product out before you fill them in. I don't know why no MUA does that but then some cast of powder shows on the brows in their pictures and I kind of get annoyed.
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I guess most of mine are for achieving a more natural look.
For the eyebrows, leaving the inner front part untouched when you fill them in automatically makes them look less harsh even if you go heavy-handed on the rest, so never line their undersides if you want a more natural look. That's the area that's often naturally most sparse, and the product you put on there will be most obvious since there isn't much hair to camouflage it. Just brushing through the entire eyebrow a few times after filling it in is enough to faintly spread just a little bit of the product on there too.
Another tip for the eyebrows is to try using liquid products instead of pencils, powder, or pomades and such. This will take some practice, but it's really great for defining and shaping the brows because it makes it so easy to draw individual hairs and mimic real eyebrows. I personally use one intended specifically for eyebrows, but I don't think such products are widespread in Western makeup yet, so what you can do is actually use a sheerer liquid eyeliner instead. You could maybe try diluting a regular one too if you can't find one that's sheer, though I'm not sure how that would affect its longevity. Anyway, the key is to pick a color closest to your hair and to follow the direction of your eyebrow growth and use a very light hand when drawing the strands. This will create an effect almost that of an eyebrow embroidery, though doing the whole brow isn't necessary here - I literally only draw 2-4 strands on each eyebrow depending on whether I want to lengthen the ends or not.
For those who use powder or mineral makeup but sometimes find them to be too drying or powdery-looking and don't have a setting spray or facial mist, you can take a teeny-tiny bit of moisturizer, spread it evenly on your palms, and very gently pat it all over your face. Sounds totally weird and out of order, I know, but it really does work to make your makeup become more one with your skin. Just don't overdo it and make sure your moisturizer is light and non-greasy.
For avoiding heavy makeup and caking when you want to wear a full face on, use 2-3 shades of foundation simultaneously instead of using one color all over and then piling on powder, contour, and highlight one after the other. Just use the lightest for the highlight areas, darkest for the contour, and the middle for in-between; you can replace these with concealers too if you want higher coverage on certain areas.