Right now TJ Maxx and Marshalls have had a lot of theBalm palettes in for really cheap. Normally they are $39.50, and I have seen them from $12.99 to $16.99 (the Shady Lady 1 through 3). If you can find nice ones they would be awesome.
I really like the Kat Von D palettes
I just bought the Lorac Ooh La Lace palette and I love it
Elf has some great Christmas products this year. I love the brand. Don't let the prices full you they are great. I don't like their dollar items as much, but I do have one of their cheap custom quads and the pigmentation is pretty great for the price.
All of the Too Faced palettes are under $40 and come in the prettiest packaging, so they would make great gifts. I have the natural, naked, and in your dreams one and they're all great.
Right now Nyx has a TON of their palettes like nude on nude on Hautelook for really cheap too, but only for one more day. If you lurk around/check that website daily they usually get great brands like Too Faced, Stila, Lorac, Urban Decay, and some mineral brands that look nice.
My favorite eyeshadow palette in the entire world ever though is the Lorac Multi-platinum palette, it's $37.
i second theBalm. i ordered about two weeks ago on a friday only because they had a buy one get TWO free on the shady lady palettes volumes 1,2, and 3. they are super pigmented and smooth. so so happy with these
The Too Faced Glamour To Go palettes are great, small enough to carry with you everywhere and has 4 lip glosses and a blush included. I carry it with me almost everyday and gave it to friends as gifts.