So far... My favorite higher-end makeup brands are Smashbox, Urban Decay and Kat Von D.
I have a feeling that all those gorgeous shades that Make-Up Forever has would fall into my favorites category too, if I had any...
As far as drugstore/other brands go I really like Physician's Formula and some Ulta cosmetics. I can't live without my Ulta bronzing powder!
Loyalty, though? I dunno. If the quality ever went downhill on the things that I like I'm sure I would switch. As much as I like nice packaging and brand names it's most important to me that they do their job well.
I'm always interested in trying out new brands and products, you never know what's out there until you try.