One of my favorite brands is Bare Escentuals and around the holidays they have great product that are perfect for travel or the gym bag. Last year I scored these cool eye shadows that are pressed on a card in coordinating pairs, no thicker than a credit card.
There were also small sizes of their plumping lip gloss.
The only bummer is that some things never come back into rotation. This year no eyeshadow cards, there are some cute shadow compacts this year, but still too bulky for my gym bag. They also have small eye liners that look great.
P.S. I talk about their products because I like them, I was in no way paid by bare escentuals.