I personally have a ton of makeup brushes varying from Sephora, Bobbi Brown, Laura Mercier, Smashbox, Essence of Beauty (aka CVS Brand) to E.L.F.
Brushes can be expensive, but there are some brands that have more affordable brushes- like Sephora brand (around $10-15) and E.L.F. ($1-3!!). I have both brands and they work very well. In fact, the E.L.F. brushes were given to me as a birthday gift from a co-worker (she gave me literally like 15 brushes). You do not need to spend mad $$ on makeup brushes- but it is worth it to splurge every now and then on brushes that really make a difference and will last a long time.
The brushes that are WORTH splurging on:
Eyeliner brush (for gel eyeliners): I SWEAR by Bobbi Brown's Ultra Fine Eyeliner Brush ($25). It is great because it is easy to control and you can create a small line (for work) or a bigger line (by night) perfectly. It also makes the eyeliner glide on smoothly.
Concealer brushes: Smashbox Concealer Brush #4 ($26). It is worth it to have a nice concealer brush because let's face it: you'll use it everyday.
Be sure you properly care for your brushes (esp the $$$ ones!) by cleaning them often. It is very easy and they dry relatively quickly. This will also help to avoid break-outs or stye's because bacteria can build up in them.
How to clean brushes:
*Rinse brush with warm water until bristles are wet.
*Apply a antibacterial handsoap (Softsoap/Dial) to the palm of one of your hands.
*Brush the bristles in the palm of your hand, applying to the antibacterial soap and throughly brush in circles.
*After the brush is void of color (you will see some color build-up in your hand), rinse the brush under the warm water.
*Leave them on a hand towel to dry on your bathroom counter.