I don't stick to a particular brand for all my makeup. I use mascara, lipcolor and eyeliner by Avon, foundation by Revlon and L'oreal (though my favorite stuff is mineral powder by Aromaleigh), eyeshadows by Clinique, Jane and MAC (supposedly MAC and Jane are owned by the same company and have the same formulas for some of their products), black eyeliner by Prestige, cheapo lipliner by NYC, loose powder by Almay and...that's all I can think of right now. If you think this sounds like a lot you should check out the girls on makeupalley.
i, personally swear by physicians formula.... they dont test on animals, it's so good for your skin and iy may be a little more than other brands, but it's well worth it
i don't really wear a lot of make up, i use Kanebo foundation and mascara from Body Shop. But if i'm like going out or something i also put on black eyeliner and a dark eyeshadow from body shop.