Jane is the same company as mac, it's made in the same factory and is inexpensive.
Although some of the pigments aren't as dark.
I'm really pale, so I don't like really bold pigments.
I've been using Sonia Kashuk lately and loving it, especially the lips.
Sonia Kashuk : Design for All : Target
Also I use some phsyicians formula because of my combo skin lately. I use the mineral makeup and i just picked up an eye pallette for blue eyes which works really well. It's a bit frosty tho, I need to go more for matte colors now, too many laugh lines at the end of the day!
I used to spend more on makeup and wear a combo of lancome, chanel and estee lauder, but with the exception of mascara I go cheap now, with just as good results.
The best cheap mascara is Voluminous by Loreal, but it can smudge and isn't as waterproof as my favorite estee lauder. So I think the extra is worth it there.