I really like smashbox primer. Has a lovely feel to it once you put it on the skin and my makeup stays all day. It's pricey (£20) but a little goes a long way so it was a worthy investment! The YSL one is also fab but again, pricey. The number 7 primer was good and is a cheaper alternative.
I also tried Benefit's bad gal primer, although I'm usually a huge benefit fan, I didn't like it too much. It brightened my skin slightly but didn't hold my makeup. So that's one product I would not recommend although I hear their new primer is fantastic and is the one Rihanna uses!
Note - I have normal to dry skin.