gel eyeliners are the only ones that are waterproof and won't budge unless you use a makeup remover to take it off, there are a lot on the market from high end to drugstore, if you want drugstore the wet and wild one that comes in a pot for 3 bucks is the best it won't move even the slightest. for high end I really like buxom from sephora, I heard mac fluid line is good too but never tried it personally I tried the other two mentioned.
Yes.. I don't use waterproof liquid.. I use like a kohl pencil, because I find that liquid waterproof's are just messy :( But, I know a great liquid eyeliner that is seriously to die for. It's by Lorac...Front of the Line PRO, it's Liquid Liner in like pencil-ish shape.. I use it everyday, it's seriously AMAZING.
And for the waterproof, I just use Maybelline Unstoppable.. since I only use waterproof during the summertime for the beach/pool ..so it's not worth it to buy an expensive one! :)