I have to laugh at this, only because I keep forgetting that my newest entreprenurial endeavor was going to be making makeup from scratch, but I get these biyearly newsletters from a very cool Cosmetic Ingredient supplier company called Somerset cosmetics, who sells everything to make makeup and cosmetics in bulk. 

It is pretty awesome to look at their catalogue actually, because you get to see what all goes into cosmetics, like waxes and emulsifiers, anti caking agents, natural and organic ingredients (which of course do tend to run a bit higher pricewise), different mineral and talc powders and pigments, you name it, they sell it! 

I was specifically looking into making a self tanner that would actually have real staying power and go on very dark, but found that the price for making such a thing, including packaging and everything would be cost prohibitive for someone just starting off like me, especially if I wanted to price the stuff at a competitive price for an unknown quantity to consumers.  Anyways, I recommend you take a look. 

If nothing else, you might want to experiment with making your own, custom made cosmetics!  Somerset Cosmetics Company : Making Your Own Cosmetics