Grey eyes suit charcoal, brown and purple shades. Soft purple colors such as violet often work well with grey eyes.
Don't be tempted to choose a certain eye shadow color just because it is one of your favourite colors, or because it is currently fashionable. In a lot of cases, it will not suit your skin tone and eye color, and can actually work against them. Choosing the right eye shadow can be the difference between a bright, healthy-looking skin tone, and a dull, lifeless complexion.