If you have one nearby, you might try going to Sephora. I've learned all my best eyeshadow application tips there. They have people on staff who can help pick out colors and show you what to do with them, and you don't have to buy anything if you don't want to.
The other thing is that eyeshadow is one type of makeup I am always willing to spend at least sort of significant money on. Drugstore brands almost never have anywhere near enough pigment to be useful, so I stopped using those a long time ago. I also personally tend to buy eyeshadow that comes with more than one shade in a package. I'm not always very good at color matching, and you can be more assured that the colors in question will at least look good together if they come packaged together.
One thing I have discovered about eyeliner is that using dark-colored shadow and an angled brush, and just sort of pressing it into your lash line can often help define your eyes and lashes without really looking like you have eyeliner on. I have very fair skin and not very dark lashes, so mascara alone sometimes looks a bit unfinished on me.
The brushes you use also make a difference. I use a very dense brush to apply the eyeshadow that covers my whole lid, and use a fluffy and much less dense brush (that is shaped to fit into my eyelid crease) to apply shadow to the crease and to my brow bone. I also use it to apply a tiny bit of my highlighting shadow to the very inner corners of my eyes. It's easy to go overboard, but if you keep it subtle it can make you look more awake (and in my case, draw attention away from the dark circles that I can never completely cover).