I don't use eyeliner exactly. I use a navy blue eyeshadow, that I apply like liner with a thin angled brush. Because it is a powder, it sets and stays much longer than any eyeliner I have been able to find.
Well.... it's not a pencil but the best eyeliner I have ever used (and I will continue to use this until the day I die) is Bobbi Brown gel eyeliner. It comes in a little jar and you apply it with a brush. It's the only eyeliner I have ever used that has not smudged, smeared, etc. It's great, although a bit pricey ($18). Here's more info:
I know Bloomingdale's and Nordstrom's carries her products.... I am not sure who else but you can also order online. It may actually list stores on her website. It does not come with an eyeliner brush - you need to buy that separately. I got mine from Target for around $2.00. They will try to sell you one that's very expensive.... don't fall for it... the cheap ones are just fine.
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