My daughter is doing a level 3 Makeup course this year (she did Level 2 beauty therapy last year). She has picked up lots of tips from experienced MUA's and has already built up quite a comprehensive kit. She doesn't use just one brand though, even though she does have a few favourites. The biggest challenge was foundations as it's very expensive to stock lots of colours and different brands to suit all clients so she went to all the makeup counters in department stores and explained she was training to be a MUA and asked if they would be prepared to give her some samples. Some will only give you one sample to match your own skin, but others were very helpful and gave her quite a few. This has enabled her to try lots of different foundations on herself and her clients to see which work best before she invests in full sized bottles.
If you don't want to be buying lots of individual foundations, Another option are the RCMA mixed pallets. (they do 2 for different skin tones). They're not cheap but you do get a lot of shades, so should always be able to find a match.