I've only been playing with PC for a couple of months, but I used eye
shadows from the beginning. Anyway one thing I found out was that after
you put on the eye shadow and you decide the color isn't as dark as you
would like for it to be, wait a few minutes until the surface of the clay
has cooled some and apply another coat. The little spongy eye shadow
applicators also will smooth out some imperfections as you go. I recently
did a Palomino horse using eye shadow and put several coats on it by
letting it cool between each layer. Also put a German Shepherd (black and
tan) in the scene and used the same method on him.
I perfer the colors and texture of eye shadows to acrylics. Acrylic paint
shines to much for me. But that's just me.
I recently got a box of artist pastels and am looking forwards to using
them, but I mainly do nature scenes and the eye shadows give me the nice
muted colors I like.