well, i'm a MAJOR fan of Sephora's...they carry the bulk of cosmetics brands, from the big ones like Lancome and Laura Mercier to the emerging ones like Stila, Pop Beauty, BareMinerals, Benefit, Too Faced, Smashbox, etc.
Face: i'm in love with the Smashbox primer, foundation, powder, and concealers
Eyes: anything is good, since there are so many hues for the eyes, but for eyeshadow, i adore Pop Beauty and Urban Decay as well as MAC and Too Faced...for eyeliners, i'd stick with the pencil kind (as opposed to liquid liners, ink liners, or the brush one smudge pot liners) -- but make sure it's kohl liner, which is buttery and glides on easily...for mascara, i love Bourjois or Fiberwig...
Brows: Anastasia brow set (filler, stencils, wax)
Blush/Bronzer: i don't normally use bronzer and wouldn't recommend it, since it's easy to apply too much and appear too over-the-top...just stick with blush...for blush: i love Stila and Too Faced
Lips: hmm...this one is a tough one, because i love choosing lipcolor...umm...for lipsticks: Lorac, Smashbox, or Givenchy...for gloss: Stila
also, if you find that you like make-up and would like to start a small collection of cosmetic bare necessities, here's my blog on beauty products:
My Beauty Product Blog
also, for make-up application techniques, there's a wonderful user on youtube who has these 1st-rate tutorials (she works wonders with makeup!)...her username is AskMeMakeup
