Start with eye primer to keep the shadow on longer and to keep the color of the shadow intact. Then apply your desired shade of blue to the lid. Make sure the blue compliments your eye and skin color. It shouldn't be too similar, and if you have fair skin, darker blues may be overwhelming.
Apply a neutral shade into the crease to soften the line between the shadow and the crease. This color should be darker than your skin tone. Apply dark brown or black shadow from the outside corner of the lid into the crease. Apply highlighter from the crease to the brow.
Complete the look with dark brown or black eyeliner and mascara. Use the pencil liner to darken the lash line, making sure to blend with the eyeshadow, or use liquid liner if you want the liner to stand out. Draw it in a wing or a cat eye for an extra touch of drama. Finish with the application of mascara.