Many of my eyeglass wearing clients ask for tips to bring their eyes out from behind their glasses.
I suggest concentrating on your brows and your eyeliner to strengthen the frame of your eye to stand up to the frame of your glasses.
It is in my experience that emphasizing the eyebrows and eyeliner have the greatest impact when paired with glasses.
The finer nuances of eye shadow often get lost through the translation of glasses. If you prefer wearing full eye makeup including eye shadows, by all means do.