A powder brush can be used to apply light coverage powders like blush or bronzer. You can also use it for loose powder application.

Dust powder (like bronzer) on your face, or sweep off excess eye shadow with a fan brush. 

Fuller than a powder brush, a kabuki brush is great for applying powder or mineral foundation all over your face. This ensures an even application.

Give your foundation a smooth look and feel by applying it with a foundation brush. This brush is flat and wide, but is slimmer than a fan brush.

While it isn't technically a brush, a beauty blender sponge can be used to blend foundation and other liquid products. If you want lighter coverage, dampen it before use.

Use a concealer brush to apply and blend concealer in a precise manner.

A dome eye shadow brush is generally used to apply shadow to your lids or brow bone.

Use a fluffy shadow brush to blend out harsh lines or quickly apply color to your lids. This brush is fuller than a dome brush, making the application less precise.

If you're applying gel eyeliner or eye shadow, you'll get precise lining with an angled eyeliner brush. This brush works for eyebrows too!