In my all-in-all experience with makeup, I've definitely found contouring the most difficult skill to master. Give me foundation, lipstick or even winged liner and I'll feel confident, but as soon as it comes to sculpting out some cheekbones then I'm useless. The highlighting section that comes along with it makes me feel a little better at the whole situation - I'm comfortable with giving my skin some glow. It's the depth I struggle with!
For my (attempted) contour I like to a dark Illamasqua Concealer. I actually bought this a few months ago but ended up buying the complete wrong shade that happens to make a great contour shade. I find that cream products are much easier to contour with because they're easy to blend and look much more natural. I apply this to my temples, beneath my cheekbones and across my jawline then blend it in with my foundation brush.
To highlight under my eyes I use a concealer that's lighter than my skin tone. For this I use the Collection concealer (the name is too long than I can be bothered to type out!) in the lightest shade. I then usually take the MAC MSF in Soft and Gentle on the top of my cheekbones, down my nose and on my forehead. Doing all of these steps usually gets me a nice, natural, sculpted face; but as with everything in makeup, practice makes perfect!