The key to a good smokey eye is blending with layers. Using just one shadow isn't going to give you the depth and effect that building up a few shades does. You also need a bit of patience as this will take about 15-20 minutes (depending on your level of skill!) just for the eye shadow alone.
This is for the 'transition shade' which is going to be the last colour behind all the layers to leave a smoky outline - brown shades are perfect for this look. You want to blend it out lightly through the crease of your eye creating the shape desired and winging it outward towards the edge of the eyebrow.
I used this all over the lid but not all the way over the previous colour, just blended them together as they met just over the crease of the eye.
This I just used for the lid to create more dimension and to add a bit of sparkle - I didn't take this shade past the crease.
I applied this lightly toward the inner corner of my eye to make it fade from dark to light.
This is where the smoking begins. I applied using the smaller end of the brush lightly dabbing right through my crease as well as on the outer lash line, joining together to make a sort of '>' shape. Once I was happy with how it looked I blended out and into the wing shape, and added a little more to darken.
I used this for my brow bone - also good for erasing any mistakes made with blending too high etc. You can apply right at the inner corner of the eye too to brighten everything up but I didn't do this for this particular look.