There are lots of different ways you can apply your eyeshadow. In theory, the way you should apply your eyeshadow depends on your eye shape, so that's how the methods are sorted here. However, don't feel restricted by this.
Check out the tutorials section for videos on how to create each look.
Close set eyes
Eyes are considered to be close set if there is less than one eyes width between your eyes. To draw the eyes out, use a light colour on the inner lid and tear duct, and a darker colour on the outer lid and the outer half of the crease. Smoke the dark colour up and out, lifting and drawing the eye shape out. This also works well for smaller eyes.
Wide set eyes
To create the illusion of eyes being closer together, use a darker colour on the inner part of the lid and crease. Highlight the center of the lid using a lighter colour, then use a small amount of the darker colour on the outer half of the lid. Be careful not to smoke this out or extend it too high above the crease.
Deep set eyes
Here, the eyes are set deep into the socket. To counter this, apply a light colour all over the lid. Use a darker colour in the crease only, blending upwards.
If the eye tends to bulge slightly, use a matte dark colour over the lid area to draw the eye back. Use a light colour from crease to lid to help balance the eye out, and to lift the brow.
As you get older the skin in your eyelids will lose elasticity, and can droop. To help draw attention away from this, use a light matte colour on lid, and a darker matte colour on the inner and outer crease, blending upwards.
As there is often no crease, create definition by applying a light colour to the inner half of the lid, and then a darker colour to the outer half. Smoke it out, and go as dark as you want. Statement cat eye eyeliner is also a great look for Asain eyes (check out the Eyeliner section!).