Between powder eyeshadow and colour sticks like MAC Pro Longwear Waterproof Colour Stick, the latter is the more versatile and multi-functional since you can use the colour stick as eyeliner and eyeshadow or eyeshadow base if the colour is too light for you. I have MAC Pro Longwear Waterproof Colour Stick Sand Bar which is a medium brown with a matte finish.

It glides on very smoothly without tugging skin and the colour pay-off is excellent as you only need a few swipes to get even colour. If you prefer a more natural/nude look, use it on its own and for more intensity, layer this under eyeshadow. The pointed tip makes it ideal for using as eyeliner.