In all honesty, while I LOVE MAC and will continue buying their shadows, I prefer UD's shadows. I find myself using them more than I do my MAC shadows. I like the texture of them, their colors, and how pigmented they are. They are easy to work with, whereas some of my MAC shadows can be a bit stiffer.
Some colors I have that I find so pretty are Asyphyxia (lavender w/ blue undertones - very unique color), Half Baked (pretty subtle gold), Roach (elegant brownish/red color), Green Goddess (the prettiest green EVER imo), and Peace (from the Deluxe shadows). I really love them all though. I have the Ammo palatte and the Deluxe shadow palatte and I think they will last me a while and the price is right.