Urban Decay's large selection of eyeshadows all have very saturated colors and are hypoallergenic. I discovered Urban Decay through their primer potion and moved onto their eyeshadows which come in excellent packaging and while being slightly pricey for the average person, they last ages. I treat myself to a new color every few months and have yet to run out of any. Paired with the eye primer potion the color lasts well beyond the daily wear and it is easy to find a color to complement what ever you are wearing for the day.
You can find their massive color selection here. Most colors aren't tested on animals and they have an awesome little index to tell you if the colors are shiney, metallic, duel sheened, or matt.