It depends on where you're putting it (the water line vs. on the lid). I tend to stay away from using kohl pencil liners by themselves just because they smudge really easily. For the top of the lid, liquid liner or gel liner (I prefer gel) works the best. For the waterline I use gel as well. But I also use the kohl pencil, and then line the lash line with the gel liner. I've found out that that makes it last longer, and it doesn't smudge.
I use MAC fluid line in blacktrack. It stays on forever, even when working out. A cheaper alternative would be the Loreal HIP gel liner. I feel like they both work the same.
For the pencil, MAC's technakohl works really well as does Urban Decay's 24/7 eye pencil. For something cheaper, Loreal's kohl liner works good too.
My favorite eyeliner is makeup forever aqua eyes which you can find at sephora. Its a little pricey but very much worth it. Mac is good too, it would probably be my second choice. but makeup forever aqua eyes stays on for a while and it goes on really smooth and it doesn't really smudge I loveeee it :)