Well, my dear, you will never have to worry about that with MAC - you have to scrub that stuff off! All of the suggestions so far are great - Urban Decay, MAC, NYX are all great brands. Urban Decay and MAC are pricey and NYX is very a lot cheaper, but still decent quality. I'm a MAC girl, but I mix and match! A good primer and a good brush will make a cheaper brand 'pop' and last a lot longer.
As far as where to buy - with MAC have to go to a standalone MAC store (not sure how many they have in other areas, but they have 2 in Manhattan, but none that I know of in Jersey) or a MAC setup in Macys, Nordstrom's etc. - those are all over the country. Also, if you have Sephora in your area, it's a great place to try some of the best brands. Also, make sure you have makeup wipes - with the more pigmented eye shadows you can't just smudge it away with your finger - you try that and it will smear all over the place.
One last tip, if you aren't sure how to apply the makeup, go to youtube and find 'how to' videos. There are lots out there, some great, some awful, you have to look. Good luck!!!