it depends what you're going for!
my favourite spanx style underwear - i like the high waisted shorts for under slinky dresses - is from john lewis, believe it or not, for only £12. i find it easier to roll it down to pee than i do using the weird spanx gusset hole, which is the only 'advantage' my spanx shapewear has. i bought the expensive spanx cos i thought it would be better - apparently not, it's thicker, rolls down painfully at the top even with the special bra hooks, and the 'shorts' are too long. john lewis is perfect.
favourite waist cincher is rago, they have ones with six strap suspenders so they are really quite sexy as shapewear goes! great for wearing under an outfit where the lace won't show - and no reason to hide it! gives a great shape, but you have to pick one your exact size, no smaller.
as for show-stopping corsets i do own a few. they're great for pulling your waist in up to 5 inches!
some of mine are vollers which are very well made, but you really have to try them on for fit as people are very different shapes. the vollers are very well made but not quite right for my shape
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my favourite corsets: i have a great underbust corset from 'playgirl'
and also a wonderful high cut/long overbust from an ebay seller called little missy choo choo's!