I've been looking for the same thing...what has been recommended to me are the liner "pots" made by MAC and Bobbi Brown. You have to get the right eyeliner brush though. Althouth MAC and Bobbi Brown are made by the same company, I've heard the Bobbi Brown one is better. I think I'm going to try it!
I like the Sephora brand waterproof pencil. Make Up for Ever makes a good one too. Sometime I set my pencil with a shadow and that helps a ton. Otherwise, liquids stay put very well.
~~~Big brother 11.29.05 & Little Brother 6.18.09~~~
Re: Eyeliner that doesn't smudge?