For a more intense color, try using both powder and crème shadows together. Remember that powder on top of crème will hinder blending, but you still always begin with the crème. It contradicts the rule of crème-on-crème, powder-on-powder but it works.
You can also use your powder shadow as a eyeliner. Simply apply it wet or dry using a brush.
Some powder shadows are harder-pressed and more powdery, while others have a slightly creamy texture.