Real Techniques buffing brush - I use this every morning to buff in my Bare Minerals foundation. It's really soft and yet still leaves me with a flawless finish.
Real Techniques contour brush - This is perfect for blusher - I tend to use it just for powder blusher purely as I like to use my fingers for a cream one. Again, the bristles are so soft and I've experienced no shedding at all from either of these RT brushes.
Ecotools pointed shadow brush - Really good for detail on the eye, this one always gets used for a smokey eye look. It also comes with a really hand pencil sharpener on the bottom for those blunt eye liner moments!
Crown Brush precision detail brush - another one great for detailing, this is one of my few natural hair brushes (it's made from goat fibres). I vary this with the Ecotools brush above, so I always have one clean!
Crown Brush pro blending fluff brush - Great for blending, I also use this sometimes for applying a highlight to the brow bone. I think Crown Brush make such good quality brushes for the price - this one is just over £6, and again is made of natural goat fibres. They do also make a lot of synthetic brushes if you prefer to avoid natural hair brushes.
Real Techniques accent brush - My favourite for adding really small bits of detail, such as a little colour pop to the corners of the eye, this is just what you need for targeted application. The brush really is teeny, so one to avoid for regular shadow application!
Those are my favourite brushes - what are yours?