I'm a big fan of loose pigments, and I've mentioned TKB Trading a few times as being my default place to get supplies because of the big selection of colors, and the very reasonable prices. The pigments are sold for use in polishes, mineral makeup, and craft projects by indie sellers, so they are priced for bulk purchase.
You can get good sized 6g sample-sachets that fill up a disposable sample jar (more than typical MAC pigment jars with 4.5g) for just US$1.50 each. The only problem is you won't be able to decide which to buy.
The only thing to note is these pigments are raw ingredients. They don't contain fillers and additives, which can mean more intense vibrant colors, but also poorer adhesion and lasting power. I just get around that problem by using a good primer base or a mixing medium so the pigments stick.
When you dampen your brush with a drop of sealing liquid (e.g. Ben Nye, Mehron, Illamasqua, Inglot and more artist brands have their own versions of these) before dipping into pigment, and apply these like liquid shadows, you get incredibly intense color that is also budge-proof. You can't easily do that with powdered shadows because the liquids will seal the surface of pressed shadows and ruin them.
With loose pigments, you don't have to worry about that.
For this eye look, I was going for maximum pigment intensity, so I had
- a layer of black matte cream as a base all over the lids
- a deep bronzer as a transition shade in the socket (don't feel you always have to buy a separate eye shadow pan - bronzer is more economical and multi-purpose)
- a rich duochrome aqua blue with a green shift (TKB Trading Capricorn Sea, which is discontinued now - Indian Blue is a nice alternative)
- a paler translucent blue with gold sparkle as a highlight shade (TKB Ocean Green)
A couple of tricks to getting a more dimensional look with loose pigments:
- Use a dark base - this helps grab pigments and intensify them; the only time to avoid a black base is when you are using a pigment that is quite translucent.
- Use a matte transition in a contrasting tone - here I used a very warm bronze to contrast against the blue and bring out the green tones more.
- Apply a first layer of the loose pigment dry, THEN foil a bit with a mixing medium and pack a damp layer of just inside the edges of the first layer as a liquid shadow, so the color goes from soft outside to maximum intensity in the center.
- The best highlight shade to complement an intense duochrome is one that echoes the color of the duochrome when it hits the light. In this case, Capricorn Sea has a pale aqua shift, so I picked Ocean Green to be the pale center shade for the halo eye look, and also to apply around the inner corners.