"Can you give me a sexy smokey eye???" is the question allot of my clients ask me.  As a result I must say, I really really like the SMOKED palette from Urban Decay. So that has been my favorite go-to for a sexy smokey eye. 

A smokey eye does not always mean black or grey, it can be plum, teal and col-bolt blue. With this palette you definitely get options. The colors are rich and super pigmented but hey I'm talking about urban decay so I really would expect nothing less!