Ahhhh, MAC is the shiz!! I collect MAC eyeshadows whenever I can spare the cash (which, obviously, isn't often!!) but they are truly worth the extra dollars. The quality is amazing, you really only need a little dab and the pigment is so strong, it lasts all day, without that powdery look you get from cheaper shadows... I guess the colours you choose would depend on what shades you usually wear, they have a really extensive range - my personal faves are Electric Eel, Post Haste and the trusty ol' Carbon (I use it for liner as well), they're pretty extreme colours but I love wearing bright things (I wear all black so I make up for it with colourful makeup!!).
You can check out their website before you hit the store to give yourself an idea of what you'll be looking for, the site also has great 'looks' that give you a picture of what it will look like and the names of the products used so you can copy it at home!!
If you're buying from the counter, you can always ask the assistant to help you choose shades that are going to look great and fit in with your day-to-day life, they're invaluable most of the time (although some can get a bit pushy, don't let them sell you bright green and pink shadow if you know you'll never wear it!!)
HTH, but seriously I love MAC shadows and I'd recommend them to anybody, I know you'll be a convert once you get hold of some