My best advice is to find a local theater/costume shop, most will let you sample the different colors of makeup to find the right shade/color combination you're looking for. As far as brands, I'll just repeat what everyone else has said, Ben Nye and Mehron. I have Ben Nye grease paints that I use for my Kin and a Mehron cake palette that I keep in my gear in Monster Camp (Because the cake comes off much easier, so when you do quick makeup/costume changes, that's a good thing).
Most good costume/theater stores will carry a wide variety of makeup, barrier spray/sealants, spirit gum/liquid latex (for ears and prosthetic).