Never, ever buy foundations unless you have tried the colour first! They're too expensive to get wrong.
Invest in a good quality one. A better quality foundation is usually a lot more refined and therefore doesn't clog the skin so much. Know your skin type before buying (are you oily/combination? Do you have much blotching/blemishes? etc.). Pay a couple of visits to a department store and get the sales clerk to talk you through their product range. I guarantee that you'll know your foundations a lot better after that, then feel more confident in what to buy.
Finally..... invest in a good foundation brush and always use it to apply your foundation. You won't need to use much foundation and the brush coverage is fab!! Plus you end up with flawless, porcelain-looking skin.
p.s. I would always recommend spending more on your base make-up, and less on things like eyeshadow, lip gloss etc.