Most of the make-up companies have been creating eye shadow pallets to accommodate the "smoky-eye" look. Usually they will include a light color, medium color, dark color and sometimes an extremely dark color.
The best way to accomplish this look is to purchase a pallet, or pick colors that compliment you (you will want 3 to 4 colors ranging from lightest to darkest for contrast) and apply them as follows:
*Note* Be sure to purchase shadow brushes or disposable applicators to eliminate mixing the colors. Always remove makeup carefully to be sure that you do not contract an eye infection.
Step One: Moisturize. This will prime your face, and should be first in any application of makeup.
Step Two: Apply your foundation using a sponge and sweeping movements across the areas of your face, blending around the edges to ensure a smooth seamless application.
Step Three: Begin priming the eyes with the lightest color first. This can be applied either only at the brow bone area or all over the eye lid. (This is usually a white, shimmer or otherwise light color used for highlighting)
Step Four: Apply the next lightest color on the eyelid closest to the eyelashes. No blending is required at this point and is not recommended for more dramatic looks, but can be done for a more natural appearance.
Step Five: Apply the darker color in the crease in between the previous colors you have applied. Blend this color slightly into the second color. You may even consider using a clean shadow brush to blend the color into the brow bone area. Be careful not to cover the light color on the brow bone.
Step Six: If you have a fourth color (the extremely dark color) this is applied closest to the eyelashes in place of eye liner. It can also be applied to the corner of the eye creating a small triangle. This is the techniques used to transform smoky eyes into the cat eye look.
Step Seven: Apply Mascara and use a lash curler if needed.