Which do you use and why - eye shadow applicators - spongey type or brush?

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I always use the sponge/Qtip style applicators for putting on eye shadow, however in watching "What Not To Wear", I see that makeup artist always uses a brush. I have tried a brush before, but it seems to poof the shadow all around. Granted a stiffer brush might solve this, but even so.. I couldn't get control of hte shadow to make it go where i wanted it to go. So... give me some advise on which you prefer and why - sponge tip or brush. And any tips for using either... I also notice (they run it through so fast and such short clips it is hard to follow) she uses the shadow on the lower lashes instead of eye liner..thoughts or tips on this?