Brushes are one of those items that I don't enjoy spending money on. It's a necessity, but there's no fun that comes with it, like a new lipstick or eyeshadow. A good-sized brush at MAC will run you about $40 (ouch!).
I checked out two cheap brushes and I'm sorry to report, I don't have good news.
The first brush I tried was e.l.f.'s Studio Fan Brush ($3). I haven't used any other fan brush out there, so I didn't really know what to expect, but this brush did absolutely nothing for me. It's too soft, doesn't hold onto product and bends all over the place when using on your face. Save yourself the $3.
The second brush I tried was EcoTools' Bamboo Powder Brush. I paid $8.99 at Walgreens. This brush was also too soft and didn't hold product. I returned it after one use.
This may be an area where you have to shell out the big bucks if you want a product that works. If you think about how long a good brush will last (I've had mine for probably 4 years or more), the price is actually pretty reasonable,