You should use Tarte Lifted Natural Eye Primer with Firmitol which keeps you eyeshadow looking great all day while firming your eyelids. You can find it at: http://www.sephora.com/browse/product.jhtml;jsessi
Matte eyeshadows disguise the look of wrinkles on the eyelids and some great matte eyeshadows are Urban Decay Matte Eyeshadow which you can find at: http://www.sephora.com/browse/product.jhtml;jsessi
I hope this helps you.
Answered[ Edited ]
I, too, have crepey eyelids.
For eyecream, I use Philosophy's Eye Believe (both morning and night) on my eyelids from lashes to brow, which is very gentle and has not irritated my eyes at all. It's no longer available on Sephora's website so I buy Eye Believe from Philosophy's website. I use Philosophy's Eye Hope under my eyes; however, this shouldn't be used on the eyelids per the manufacturer (and I think it would be irritating if used on the lids anyway).
As another poster mentioned, try the Tarte Lifted Natural Eye Primer with Firmitol before applying eyeshadow. For me, this primer does provide a temporary lifting/tightening effect on my lids. It has a wand applicator with a sponge on the end, and I dot the primer onto my eyelid crease and then very gently pat it to spread it over my lids from lashes to brow. I've found that if I use too much, the primer will actually accentuate the crepeyness, so be careful not to apply too much!
As for eyeshadows, I, too, have found that matte shadows are best for crepey lids. Eyeshadows I really like are the Anastasia Illumin8 with Youthful Synergy Complex Eye Shadow palettes, which claim to help lift, hydrate, and revitalize the appearance of skin. I don't like using the brush that comes with the shadows to apply the shadows so I bought some sponge eyeshadow applicators to use instead. I have been using the shadows for a couple weeks now, and I'm seeing some improvement in the crepeyness of my lids.
Here's a link to the Anastasia Eye Shadow Palette that's my favorite (#2, which I thought was the most neutral collection), but they have several color collections to choose from at Sephora. http://www.sephora.com/browse/product.jhtml?id=P26
For eyeshadow application to eyelids with some crepe texture, two tips can really help to cut down the appearance of the wrinkles. One is use a good eyeshadow primer. The two I like best are by Urban Decay and Too Faced. The second tip is to always use matte shadows. Avoid anything with any frost or glimmer because it will only accent the crepe texture. I found a couple of eye shadow duos by Too Faced which do a great job of taking care of this issue. After a primer, they wear all day and when I get home from work, they look like I just applied them. I usually use a nude look for work and blend it well. I don't use eyecream on my eyelids because I seem to have allergic reactions to them on my eyes so someone else will need to answer that part of your question.
If your eyelids have that veiny look, use some eyelid primer before you put on eyeshadow. It will cover up the veins and it will help keep your eyeshadow even and prevent those lines you get at the end of the day. I've used the Urban Decay Eyeshadow Primer Potion and I think it works great. As for eyeshadow, that all depends on your eye color. For blues, I would use neutrals like browns and grays; for greens, purples, golds, and tans.