If you have oily eyelids then you understand how difficult it can be to get eyeshadows to stay on them. I have used a few eyeshadow primers but the best one of them all is the Urban Decay Original Primer Potion. This primer is nude in color but it is invisible on the eyelid once it is blended out. This makes it suitable for all skin tones but this also means that it will not conceal any darkness or veins that one might have. This is not an issue for me because I do not mind my dark eyelids and I do not have any veins on them that I need to cover. A small amount of this primer goes a long way and it keeps my eyeshadows in place with very minimal creasing, which mostly happens towards the end of the day. It has a wand applicator which makes it very easy to apply it onto the eyelids. It dries down matte but I do set it with a translucent setting powder.
This is honestly the best eyeshadow primer that I have used and it is worth the splurge. Urban Decay has other shades that this primer comes in so you are bound to find one that is suitable for you.