I've accumulated an assload of eyeshadow palettes, blushes, bronzers and pencil liners over the years, so I'm about set for life in that department. My BB cream and mascara are probably the only big purchases I make and since I don't really wear them every day, they usually last me for several months. The other stuff is really just a collection of stuff I get from my friends and the cheapy drugstore brands.
As for shampoo, I buy a huge tub of the Marc Anthony stuff and the Argan Oil kit from Costco and it lasts me a year. Yay. Buying in bulk.
The only regular beauty expenses I have are my hair and my nails, and for that, yeah, I do the salon thing. I do my hair pretty much quarterly whereas my nails I do about every four to six weeks.