I agree with Dazi that Physicians Formula and Almay are definitely among the nicer drugstore brands. I bought an eyeshadow palette similar to the last one a few years back, and it definitely had more pigment than a lot of other brands.
One thing I'm personally super sick of, though, is the way a lot of brands categorize eyeshadow colors based on eye color. It's not a bad idea necessarily, but just because I have blue eyes does not mean I should be wearing blue eyeshadow. Blue eyeshadow is an extremely difficult color for me to pull off, and it doesn't make my eyes pop so much as it makes me look ill. I wouldn't mind this trend so much if any of the other eye color palettes had better colors, but they all have colors that really don't work well for me. I need super earthy colors, to counteract the pink in my skin and offset the blue of my eyes. So you might want to take those kinds of eyeshadow palettes with a grain of salt.
I might have to check out that nude palette you linked to, Dazi, since I can't recall having seen it before.
I heartily agree with the bolded. Blue eyeshadow makes me look like a reject from the 80s. I have only gotten lucky with one of those "eye color enhancing" palettes - it had taupe, dark brown, and copper. Those are the colors I can actually wear. (And of course they discontinued that specific combo... )
I have blue/gray/wha!? eyes. (as in they like to randomly change color, depending on my clothes, the weather, the alighnment of jupiter... etc. We have a pair of photos of me, in the same clothes, the same chair, the same lighting, same day, but an hour apart. In one my eyes are almost black-gray and in the other they're bright blue.) The wha!? color is actually violet. And they only do that when I have absolutely no one to "wow" too...
Anyway, a friend bought me the "eye palette" for green eyes. Because of all the colors my eyes turn, sure, buy me a palette for the color they DON'T turn. Strange girl, but lovable.
It looked amazing. It really did. Not sure why though. I have yet to find the same palette since the shadow ran out. Maybe they were the same brand?