I have Lancome's limited edition 'Color Dose' in 'Provence', which is virtually identical to a paint but a much more complex colour which I prefer to wear alone as a shadow in its own right. This comes in a paint tube and is marvelous too. Paints have held up my eyeshadow looks for a staggering 8/9 hours!!!
OK so obviously this whole post was leading up to the tried and tested and adored, Urban Decay Primer Potion, affectionately known to all by its acronym: UDPP. If you have never tried their Deluxe shadows, get the UD Deluxe palette immediately, or get the incredible (but constantly sold out) 16 colour Shadow Box. Either one is a brilliant deal and offers hours of fun, plus you'll get to sample this self-professed 'Magic Potion'. And yes, it is! This stuff really lives up to its hype. It's clear, so you can use it for any look at all and the eyeshadow adheres completely, its colour more vivid than ever. You don't need to use as much eyeshadow, so UDPP pays for itself in that respect! Only a little is needed, and putting a thin layer of pale shadow down as another base makes blending easier than it would otherwise be directly on UDPP. This stuff would probably make an eye look last 3 days straight, with no creasing. And I am not kidding. Get it if you haven't already!!