I've never been the type to use an eye primer before applying eye makeup. I always thought it was enough to just dab concealer onto my eyelids and set with powder before laying on the shadow. But a makeup artist at Sephora recently turned me into a believer with this Eyeshadow Primer Potion by Urban Decay. All you need to do is swipe and pat this onto your eyelids up to your brows (or just the lids, if that's as far as you want to apply shadow) set it with powder (optional, but I prefer to) and it's ready to bring out the true color of any shadow you apply. And keep it there until you take it off. I took it for a test drive by applying it around noon the other day, and at 9 pm, the color still looked like I had just applied it. No creasing whatsoever. Great stuff!
Cons: It dries and grabs color so quickly, that if you're planning to smudge your eyeliner, work fast, otherwise you'll have trouble smudging the lines.
Eyeshadow Primer Potion is available at Sephora, $15.