I've tried a few! The first one I tried was the classic Smashbox Photo Finish. The one I used was this one:
http://www.smashbox.com/produc.....index.tmpl
I see they now have all kinds of different varieties of primers though:
http://www.smashbox.com/produc.....index.tmpl
This worked quite well. I am not sure why I stopped using it - I think I ran out and didn't replace it during a time of temporary unemployment. It doesn't make your face feel tight or anything like that, and you apply it as if it were a light lotion. I felt like it did help my makeup stay on a tiny bit better, but the main benefit was the 'smoothing' effect. It seemed to conceal little flaws quite well.
I've tried a few drugstore brands and not liked them all that well. Only one that was semi-ok was L'Oreal Studio Secrets in a little pot - a knock off from the better Clarins version (Clarins was pricey too, but I also liked it). These types (Clarins and L'Oreal) are a bit tougher to apply - almost paste-like in a way. They do not feel tight on the skin either, but trying to get them to look right is a bit of a pain.
If you really want to try a primer, stick with a traditional primer, and not one of the ones sold in a little pot.
Meanwhile - think of what you want your primer to do. For me, I noticed that my makeup was practically sliding off while traveling in hot weather. I wanted something that would help my makeup stay on more than I wanted the other smoothing/concealing benefits.
Hate to say it, but there wasn't a primer that did this for me when traveling to places like Dallas in August. Makeup just disappears in heat like that.
Meanwhile..I was also experimenting with finding a better facial sunscreen at the time. I've tried many. I wanted something a little less greasy etc. I found one and it actually helps with the makeup! Shocking, but true. Neutrogena Ultra Sheer Liquid SunBlock SPF70 is the one that magically helped my makeup stay on and didn't mess with makeup at all:
http://www.neutrogena.com/prod.....+spf+70.do
Only the Ultra Sheer Liquid Sunblock SPF70 does this. I recently ran out - picked up a different Neutrogena liquid sunscreen (didn't say 'ultra sheer' on it and it was SPF 55, though a similar, "liquid" formulation)...well, that didn't work as well. So if you want to try the matte/sheer liquid sunblock route as a means to 'prime' before makeup - be sure to get only the Neutrogena Ultra Sheer Liquid Daily Sunblock SPF70.
Even the description (which I hadn't noticed when I just randomly bought this in a drugstore) claims help with makeup:
"This water-light texture spreads easily over skin, absorbing instantly for an invisible, weightless feel. It also provides an even, non-shiny finish that works beautifully alone or under makeup and moisturizers." (from the Neutrogena site desribing the Ultra Sheer Liquid Sunblock).
Good primers, imo:
Smashbox
Too Faced Primed and Poreless
Clarins Instant Smooth Perfecting Touch
L'Oreal Studio Secrets Magic Perfecting Base (knockoff of the Clarins, not as good, but still good)
Also - for a finishing powder that isn't very obvious at all and works *really* well, you might want to try Makeup Forever HD Microfinish powder.
http://www.sephora.com/hd-micr.....=us_search
By the way, you can buy small sizes of the Smashbox at places like Sephora and Ulta - before springing for a larger one.
In the end though, what's working for me lately is the Neutrogena Ultra Sheer Liquid Daily Sunblock SPF 70 before liquid foundation makeup. I use the Makeup Forever HD Microfinish powder as a third 'step' once in awhile too. I also like mineral makeup as well, and have had good luck with Jane Iredale Pure Pressed Base.
I love Makrame's suggestion to only use primer on the area(s) needed. Makes a lot of sense to me! Not like I have trouble with make-up "slide off" on my cheeks or anything. Usually just the T-zone.
Have fun!