I would go with CoverGirl or Maybelline for eyeliner, lip gloss, mascara and definitely concealer.
Mousse Foundation (or concealer) goes on really light and blends well as well as the mousse blushes. You can find those in the coverGirl section of the makeup department.
The Colassal (big orange tube) comes in waterproof or not, and the wand does really well for making your eyelashes look longer.
You could try MAC or NYC for eyeshadows. Some are cheap, some are expensive, but all work pretty well if you know how to use them.
Brushes - body shop or MAC for good, long lasting ones. You could go with cheap dollar store ones of course, but remember, you spend a little - you get a little.
Eyeliner wise, since you're just starting out I wouldn't go for liquid. They're messy and take a while to get a hang of. I also wouldn't start out with the pencil kind you need to sharper, too much of a hassle. Buy the long skinny pencil looking ones, you just turn the bottom and more comes out the top (kind of like a lipstick) They also dry out less easily.
Choose browns or charcoals (stay away from black unless you have dark skin and/or hair)
How to put on eyeliner the most effectively: (there are also some good videos online)
1. The eyeliner pencil should be able to draw a thin, unbroken line along your skin - test it on your hand or arm first.
2. You should hold the eyeliner pencil as you would hold a pencil or pen to write with, usually with your dominant hand. Use your other hand to stretch the eye you are going to line from the outer corner. You can rest your hand holding the pencil against the hand pulling your lid taut.
3. Don't try to focus on your whole eye lid at one time - just look at the part you are drawing on. The line should be just above your eye lashes on the top lid and just below on the bottom, and should extend just to the outer corner of your eye.
4. Be wary if your eyeliner pencil tip is quite dry, as this may pull at delicate eye tissue. Draw the line with care if this is the case.
Eyeshadow depends on whether you're using a powder or not. Powders can be messier, so you'll want to put a tissue under your eye to catch the flakes. If you're using a pressed eyeshadow, just put the brush in it (don't push or you'll take you much/wear out the brush) blow on it to get rid of flakeys, and sweep it across the lid.
You should choose a lighter colour to go across the entire lid (past the crease but just barely)
Then choose a bit of a darker colour to go from the outside of your eye to half way across the lid (right along the crease, getting thicker the furthur you get the outsides of your eyes)
A good tip is to buy a bit of a shimmery white, put just a tad on the insides of your eyes (closest to you nose), and a bit under the outsides of your eyebrows to brighten up your eye, since the eyeliner closes your eyes up a little.
A few good reference pictures:
http://hairstyleschat.com/wp-content/uploads/2009/05/best-eyeshadow-tips.jpg
http://makeupforlife.net/wp-content/uploads/2008/11/nars-jolie-poupee-duo-eyeshadow-eotd.jpg
You can also of course, try multiple colours:
http://www.splendicity.com/makeupminute/files/2007/12/coloron-eyeshadow.jpg
http://hairstyleschat.com/eyeshadow-application-101.html