I'm not sold on setting sprays. It is easy to use so I almost always spray it on when I finish my makeup just in case, but I haven't noticed much of a change in how long my makeup lasts. I wish it had a finer mister on top so I didn't get such big drops on my face. I feel like it takes a little longer to dry completely than a finer mist would.
I still use a setting powder if I want my makeup to really stay put long term. This is good when you are in a hurry.