I agree and I also buy expensive make-up. I am a Lancome fan mostly. But I am also a sucker for the GWP at Dillards and Macy's so I end up with Clinique and Dior a lot too. I love MAC eyeliner and Lancome's powders and Dior's lip gloss best. My daughter loves the Benefit line so she sometimes suckers me into buying that for her. I have not used drugstore make-up since my teens and would probably go without underwear before giving up good make-up.
I only have 1 Lancome product and it's a lipstick that was gifted to me. I do like it. Really pretty color. (rose gold type color) I only have 1 Clinique makeup product and that's the bottom lash mascara. It has a super tiny wand that's really good for that. My "holy grail" moisturizer is the Dramatically Different Plus. It's the only thing that keeps those annoying dry patches away. I've only tried one Dior thing and it was an eyeshadow palette. I wasn't really impressed but I think it was mostly because of the colors. Never tried their lipgloss. I am SUPER picky about lipgloss and in general don't like it. The only exceptions are that BUXOM lipgloss (mainly for the peppermint smell/sensation) and the NYX butter glosses. The NYX is actually really nice. They're not sticky at all and are super cheap.
So basically for eyeshadow, I'm mainly Urban Decay and MAC for pigments. MAC's pigments are nice. Mascara I do Maybelline. (however, I am digging the L'oreal Manga mascara I just bought) Face power- MAC. Highlighter- MAC. Eyebrows- Bare Minerals eyebrow powder and Maybelline Define a brow. Eyeliner- gel- MAC fluidline (stuff is great) pen- Kiss Me (Korean brand) Favorite lip product is Burt's Bees Shimmer Balm. LOVE THEM. Neutrogena moisture sticks (the ones that look like a jumbo pencil) are great. Undereye concealer- Skinfood (Korean brand, cheaper and better than Bobby Brown's)