Found an interesting site which has reports on saftey concerns of a lot of different beauty products. They rate based on cancer-causing agnets, pregnancy concerns, saftey violations, penetration enhancers, unstudied ingredients, harmful impurities, and allergens & other health concerns.

I think it's a bit over the top, as how much of some of these products you'll actually be getting is going to be pretty minimal, but for those with sensitive skin, or who use products constantly (might want to check out foundations or hair dye suggestions for example), or other health concerns might want to check it out.

http://www.ewg.org/reports/skindeep/browse_products.php