I use a liquid eyeliner called Almay Intense i-color Liquid Eyeliner. It is liquid, so it goes on smooth and thin and doesn't clump. But the brush isn't a regular brush. It's doesn't have long, floppy bristles that are hard to control. Instead, it is like a felt-tip pen. It is soft enough to glide the liner on, but firm enough to stay steady. The brush is tapered and the point is very fine so you can create a very skinny line, or tilt it a little to the side for a thicker line. You dip the felt-tip brush into the little pot of liquid and get the amount that you want. Once it dries, it lasts all day. It is not waterproof, though. It is also very inexpensive. You can get it at Walmart, Target, CVS, etc. for about $4. It comes in black, brown, purple and raisin. I love this eyeliner and have recommended it in two of my beauty hubs here on HP.
I know there are other brands with this type of brush, but I don't know which brands they are.
I tried to put a link in the Almy's info page about this liner, but a page came back saying it wasn't alowed.