Jackie Danicki wrote a reality check post about sponge shadow applicators which come with every single shadow you buy. Although makeup artists are eager to make us throw them away and use real makeup tools like brushes, Jackie thinks this not necessarily true:

"I just get such better control with the sponges, and find blending much easier with them as well. This makes me feel I must be doing something wrong, but if it works for me, then it must be...right. Right?"

I agree with jackie, sponge applicators are indeed handier if you want to be precise, and apply shadow to right places.

Although I do use eye shadow brushes to get natural, soft effects, I prefer sponge for darker colors, smoky eyes and harsh eyeliner blending. I absolutely adore e.l.f. smudge sponge, since I have longer nails, but I am certain that simple dual sponged work great as well.

For conclusion, don't buy into everything you hear or read in glossy magazines. Makeup is a large industry, looking to sell even more. They wouldn't want you to apply shadow or lipstick with your finger (which is perfectly fine) if they can come up with a special tool just for that.