The two brands I've tried for this effect are Mac Mineralize skinfinish in soft and gentle (about 30$), and Physician's formula in translucent (about 15$).
I use them both, I def. do find them different. If you look at the closeup that I took bellow the PF brand is a bit more talc like (a bit more white powdery) whereas the Mac brand is a more solid shimmer consistency. I find the PF to be more for a casual application, and the Mac for a more Glam look (although it isn't too much as long as you don't overdo it). I mostly use the Mac product as it gives my skin more of a silky shiny look.
To apply, I usually apply my foundation first, then loose powder to set, bronzer, The chosen highlighter, blend with my powder brush (without applying more powder) add the blush, blend again with my powder brush without adding more powder, and voila! I use the brushes above for the highlight application.
CON: They both contain talc so I would not be able to use this everyday or I would break out. If you're interested in a talc free option, I use a Physicians formula highlight product below sometimes that contains no talc, but its a more liquidy application that must be dabbed in with the fingers or a foundation brush.