If you're not familiar with pigments, they are concentrated powders. They can be messy, but have much more intensity. My favorite way to apply them is to put them on a dense eye brush and spritz it with water or a face mist. That allows less fallout and allows you pack them on for extra "oomph"!
Many companies and brands offer pigments as part of their line, and today I'm focusing on this collection from Naked Cosmetics. They come in stacks of six that you can stash separately or they do stack together by taking the top off and twisting it into the bottom of another. Though if you have your eyes set on only one or two shades, you can also purchase the pigments separately.
The Sierra Nevada Collection is more on the neutral side. There's a light duochrome (SN-01) and a matte black (SN-06). The black is a little difficult to work with as an eyeshadow and I don't use it that often, but it is great to use as eyeliner and for going over eyeliner to make it last.
Naked Cosmetics pigments are 100% oxidized Mica. No other fillers are added.
Have you tried Naked Cosmetics?