I've had good luck with MAC and Almay.

My eyes can itch ferociously with eyeshadows, mascara, or eyeliner. MAC and Almay are not a problem. Almay comes in very handy "paint by numbers" eyeshadow kits based on eye color, which I love because I'm pretty much incompetent at figuring out colors. They are cheap enough that I can toss them out after a year without guilt. I've always read that you should throw away eye make up after 6 months due to bacterial growth and contamination, but I keep them a year. MAC is not cheap, but the counter chickies take good care of me and choose colors for me and teach me how to use them. Worth it, in my world. Plus, MAC will take back anything that irritates me, they promise.
www.maccosmetics.com