Hey Rhonda!
Urban Decay's Primer Potion is the holy grail for me:). I have oily skin so eyeshadow without a base just melts right away. With the Urban Decay it stays put the whole day.
Another one I've recently found that works pretty good is Origins eyeshadow base sticks (I can't remember the exact name for them now:-S). They are sold as primers and highlighters and make good shadows in and of themselves. I found that for the most part it helped keep my shadow in place.
In terms of shadows that have more staying powder, mineral makeup shadows tend to be good choices. Most formulations are such that it adheres really well to the skin, even on the eyelid.
I love talking about makeup so any other questions, ask away:)!
Leah