Disclaimer: Yes, I am a guy. I wear make up in the sense of eyeliner, concealer, and some eyeshadow when I'm going to to party. No I don't do anything dramatic, so it doesn't scream "Oh, he likes it up the ass."
MAC: For a concealer, does wonders -- if you have professional brushes and know how to blend it will look flawless and no one will know you're wearing any. And thank god for that.
Benefit: For their Kohl eyeliners. Go on nice, and smooth and have a rich color to them, absolutely amazing -- but they're not waterproof. For water proof I use...
Makeup Forever: Their Aqua eyes series is what I use. I use two when I go out, I use a white on the inner rim near my nose, and the rest all the way out a heavy black, it actual is more subtle than it sounds and it gives your eyes a really intense look.
Smashbox: For their eyeshadows.
Shiseido: For their skincare products, I swear by them now. I have a friend who works there, gave me samples -- hell, she used to have semi-bad scarring from acne in certain places on her face, now they're nearly gone and she wears like no makeup. I wouldn't suggest makeup from shiseido too, neither would she -- they're really just well known for their skin care line which will cost you a hand and foot. Want those bags and wrinkles under your eyes to go away? Sure, for a tiny bottle about an ounce, for over $60. It will definately do the job though, trust me.