Quality-wise, I'd probably have to go with MAC, but there was a post here a while back about Bobbi Brown, and how she herself, despite her own makeup being high-end, endorses a lot of low-end shadows because they're pretty decent quality.
A few of my personal favorites are Maybelline, Cover Girl, Jane, and Prestige (a lot like Urban Decay, Hard Candy, and MAC). The first two, I've got a few light washes of color (Bedazzled Biscotti and Meringue Blush from Cover Girl), and the latter 2 have awesome colors.
Here's the link to that post:
https://forum.makeuptalk.com/showthread.php?t=1424
"When to scrimp, when to splurge," by Bobbi Brown.
She says...
Scrimp On
Eye shadow There are some terrific drugstore brands that come in a wide range of colors and textures, from soft mattes to subtle shimmers. Eye makeup trends change all the time, so choosing inexpensive products is a great way to save.
Hope that helps some!