A bit more on eyeliner types:
PENCIL: Also called Kohl. This is your absolute basic must-have, great for touch-ups, colouring one's waterlines and creating smoky eyes as well as marking where you want liquid liner to go or filling in between lashes. Also useful to keep in your pocket just in case you or your friends need to be gothed up in an emergency (such as when visiting nurseries - kids love odd-looking people and all goth recruiters know it's best to catch them when they're young). Most need a sharpener, aside from those 'automatic' twisty ones.
LIQUID: More long-wearing and versatile than the pencil, this also requires a bit more care when applying. Has various methods of application but generally you'll get 'felt-tip' and 'brush' types. Rest your arm on a table or steady your hand against your face to help minimise wiggles. Use light strokes for fine lines and press a tiny bit more (don't hurt yourself, red-eye is not a good look) for heavier lines. Wipe excess off the brush before applying and don't fully open your eye until it's dry lest you get blobs of it right under your eyebrow. A good all-rounder and a must if you want to add wings, dots or flicks beside your eyes - pencil is just too smudgy for this. DON'T GET THIS IN YOUR EYES, IT'S BLOODY SORE.
GEL: The ultimate eyeliner, and thus the most expensive. Requires a separate brush, you decide which you think is best. Good ones are smudge, budge and water-proof, and as stated in a previous post of mine it will stick about even on oily skin. Very good for drawing extra curlicues if one is so inclined, but remember - if you look like you have a skin disease when you're done, you're probably best leaving those out.
Final tip - don't apply eyeliner before preparing a dinner that has chopped onions in it.
[ETA! Chris Chaos, burlesque performer, MUA and moustacher-wearer extraordinaire has done a nice quick tutorial for those who prefer a little definition without having big thick lines. Guyliner my foot - anyone can do this. ;)]