Single Eyeshadow Problems

The idea of going into a shop and buying hoards of single eyeshadows really satisfies me but when I get home it's a completely different story. I don't know if it's just me but trying to use them in my every day makeup just seems really hard! With a palette, everything is set out for you and you know what goes with what, etc, but trying to pair single eyeshadows together or fitting them in with a colour from a palette just seems wrong. Also the size of a single shadow just seems way too much for one person to use in their entire lifetime! They're always so big and I don't know why but I buy colours that are a little weird and hard to wear so I only ever use a bit of them at a time. These issues have kind of put me off trying out a 'make your own palette', like the Mac palettes. Although it will be in a palette form, I don't know if my brain can think of them as altogether rather than just the separate eyeshadows that I'd have bought them as, which is a real shame as creating a palette of shadows where I like everyone would be a really good thing. If anyone has this problem then please tell me because I feel like I'm just a weird single eyeshadow hater!