The first thing that comes to your mind might be primer, right. No! Primer is good for eyeshadow but I only use concealer because it really makes the color brighter. I use concealer then set it with a powder. It does not matter what powder you use. Just set your eye. You do not want a wet base.
Next, you want to really dig into that eyeshadow. (lol) When I use the bright pink colors, I dig so I have a lot of powder on my brush and it always comes out super bright. (dig,dig,dig)
Lastly, do not swipe the color on your eye. If you are looking to get a bright color then you have to pat the color on your eye. Trust me, there is a huge difference between the two.