DD2 (6) has a Burts Bees lipgloss in a tube - it's a nice shimmery pink. She picked it out at Walmart. They had them in sticks and tubes and they also had a bunch of Kiss My Face lip glosses. I don't recall any actual sets, though - maybe a Burt's Bees lip set at CVS. Could you get separate items and gift them together in a little basket or makeup bag?
How about the Organic Wear line from Physicians Formula? I've seen their stuff at CVS and Walmart. It's not the most natural stuff out there, but it seems better than most conventional makeup.
Blush
Eyeshadow
Lip Gloss
mama to 2 lovely and loving DDs