I have had pretty good luck with ipsy lately. They give decent size samples from well known brands. The little bags are kind of a waste to me, as there are only so many little tiny bags I need in my life, but they are always cute and can be used for multiple purposes. At only $10 a month, I highly recommend this subscription box!
Colourpop is seriously amazing! I love their metallic shadows. I tend to use my fingers for the best application. Highly recommend any of the metallic shades if you are curious to try them. Highly recommend.