Urban Decay is fun!

I love using their stuff for parties and such - but not for everyday use. But they do have a lot of nest stuff to play with. I always use a primer - so I guess I have never noticed the "fallout" (Urabn Decay would probably get a kick out of that term).
My favorite eyeshadows right now are the "house brands" by Ulta (a shop similar to Sephora down here in the South). I love the kind of pinkish-golds for daytime; tiara and pearl. They don't make my eyes itch at all and they are very silky feeling. I use an eyeshadow brush to put them on instead of a foam applicator. They are pressed powder.
After that I like Revlon's Illuminance Creme Shadows, it is a 4 color cream shadow. My favorite is the "viva la bloom". The colors are very vibrant. But I have to make sure I use a powder under the cream, otherwise it will crease up. I just use my fingers to apply.
back to the original topic, here's an article from WebMD about nanoparticles in makeup:
WebMD Mineral Makeup NanoparticlesIt looks like the real culprit as a skin irritant is bismuth oxycholoride. So that is the thing to be on the look out for as an ingredient in your makeup.