No experience with the Too faced teddy bear set. I have the peachy mattes eyeshadow palette, and while very good and colors blend out nicely, pulls really warm and is all matte. I honestly don't reach for it very much. I usually like a bit of shimmer in my eyeshadow particularly for lolita looks. Personally, I think a good cheap beginner palette is the Etude House sakura palette, particularly for lolita. While not the most pigmented, colours blend out well and it comes with sparkle and shimmer colors perfect for warm toned lolita styles. The drawback I'd say is that it doesn't have the most transition shades, so your looks end up samey after a while.
Colourpop also has great palettes, and I'd recommend Dream St. or Give it To me Straight for a good warm toned neutral palette. Dream St also has pops of teal that surprisingly works well with the rest of the palette if you're into that.
If you want a more expensive palette that performs better, I'd recommend either ABH modern renaissance, or their new soft glam palette. Unfortunately, it comes with a steeper learning curve as the shadows are very pigmented and you need to blend out for ages if you get too much on your lid, but if you go slow and put only little bits of shadow on at a time you'll be grand.
I've included the palettes compared to the peachy mattes for comparison. Personally, I think Sakura Etude house is closest, but it's up to you and what you want. I like Soft Glam/Modern Renaissance the most, I would say Give it to Me Straight would be the most versatile.