Although not my personal favorite, All That Glitters from MAC seems to be one of those shadows that everyone must have. And I'll admit, I am one of those people who got it because I, too, had to have it. But how would you feel to know that there is a substantially cheaper shadow that is almost identical? You'd feel silly for having spent $11 for All That Glitters? Yeah, me too.
Recognize the packaging below?
The swatch on the left came from CoverGirl's eyeshadow in Mink. These shadows retail for between $3 and $4 at any drugstore. I will say that the MAC shadow is slightly more pigmented and smoother, but I wouldn't expect identical quality at such a price difference.
I have used both shadows many times, and both have lasted all day with a good primer. So why do you have to have All That Glitters? I have no idea.