High end I like MAC Technokohls or Urban Decay 24/7 eyeliner .
A drugstore eyeliner I really love is Revlon Color Stay. These are have amazing staying power and go one really smoothly.

**These are just some personal suggestions there optional but I think helpful but to set your eyeliner and lock in the color you could go pat on some matte black, brown, ect (whichever color matches your eyeliner) eyeshadow over the line you drew with the eyeliner. Also have you tryed gel eyeliner? There much easier to work with then liquid, less messy and less irritating. Also more smooth than a pencil. If your interested MAC, Bobbi Brown all carry great ones, and some cheaper versions if you just want to test it out are from Coastal Scents.com, Jane, and Loreal HIP.

Sorry that was so long but I really hope I helped. = )

I agree with Bellaglam, Revlon ColorStay is fabulous. It goes on nice and neat, and you don't have to worry about it as much as you do with other liners. I love not having to worry about my face looking weird from make up, and I never reapply, so that's a big plus for me, AND it's readily available on the semicheap (about 7$ near me) in most drugstores. Plus it comes in black brown, which I am going to snap up soon, and which seems like a nice neutral.

The absolute best I've found is Stila's "smudge pots". Those things, will seriously stay put forever. The black is a true rich black which is always nice and it just doesn't budge. The name is misleading which is why I waited to long to try them! Glad I did though, they're fantastic. Another great option is
Make Up For Ever.... their "aqua eyes" don't smudge, or run, or do any other thing that we don't want eye liner pencils to do :)

Makeup forever eyeliner in black and it is waterproof. The staying power is amazing