I don't know how this works with different kinds of eyes -- big and small, especially my Asian ones, but there are some new press on eyeshadow kits out there that are looking pretty cool. Coloron sells their kit for just $30 and includes 20 applications. Or just get a smaller 5 pack to test it out for just $20. Seems like a perfect thing to get for when you travel or are on the go.
Majic Beauty in Australia also has press on eyeshadow kits in some really cute colors. Check their map for where to buy it in Europe, Asia, Japan, Australia and New Zealand. If you want to buy it in the US, you can do it through the Home Shopping Network where a 10 pack will cost you $19.95.