I used to have the same problems with smudgy make up, but I've found that mostly depends on the brand.
I use sephora make up. I'm not going to lie, it's expensive, but it's worth it. Not only have I not made a dent in the little eye shadow container I bought last year and use practically every day, but it looks so much better! Personally, I do my make up very bright and funky....

^(My makeup[/loser])
But for blue eyes, I think gold would look excellent. Gold with brown in the crease... I wear that a lot, even though it doesn't match my brown eyes, it's just so pretty!

^This is a sparkly gold Cover Girl eye shadow that you can find almost anywher, and it lasts all day! (And it's cheap!) That lined lightly with black would probably look really nice one mid-toned blue eyes.

Hope I helped a bit!