Uh, not quite...
One of the big things the cosmetics industry is pushing right now is primer. It helps the makeup's longevity factor, and keeps makeup from creasing and feathering. (Think of priming something before you paint it, like a wall, car, or piece of furniture; the paint adheres better and lasts longer. That's the same with makeup primer.)
Most makeup primers sold are pretty expensive. Drugstore makeup brands are starting to carry primers, but a lot are still only available online. These run anywhere from $10-$20. Department store makeup brands run much higher.
Most primers have some sort of silicone-like ingredient in them, like Dimethicone. Turns out there is another product that has Dimethicone in it, for much cheaper: anti-chafing gel. As a runner, I used to get bad chafing when my thighs rubbed together. There used to only be sticky gels for that, but now there are ones that are much smoother. They also dry with a nice silky feeling.
Monostat makes one, but many women are put off by something that is made by a company that primarily makes products for yeast infections. I tried to find it at my local drugstore, and couldn't find it. I wandered down the first-aid isle and actually found another brand that makes it: Lanacane.
I bought it and tried it out and I do have to say that it does keep my makeup on longer than it lasted before. I'd like if it filled in some of my fine lines a bit more, but it could be that I'm not putting enough on. (It can feel a little greasy if too much is applied at once.)
Here are a couple of sites that have more information and reviews: