I've always had a really hard time with liquid shadow. It's not easy for me to put on at all, and it seems to fade over the course of the day and I end up with creases of color in my eyelids. Hot, I know.
I've tried Stila, which is my favorite brand normally, but I wouldn't recommend their liquid shadows.
avon's liquid eyeshadows seriously, stay on for days. i went to vegas last year and used some of their liquid eyeshadow in the after noon when we first arrived and then partied all night and didn't wash my face when i got back to the hotel, slept for about 8-9 hours and the eyeshadow was still perfect when i woke up. can't say the same for my eyeliner and mascara, but the eyeshadow didn't budge.