If you’ve decided to do the smoky look for that evening out (or if you just seem to get more of your eyeshadow under your eye than on your lid), put your eyeshadow on first, and afterwards, clean up underneath your eye. Then

do your foundation, concealer and finish with your liner under your eye. If you’ve ever experienced what I’m talking about, you know that the eyeshadow that’s fallen just gets greyer and greyer as you try to wipe it away and you have to do your concealer and foundation over again anyway. You may as well just wait and do it after. Most of us are already trying to conceal dark circles we don’t need to add to it.