The most commonly used liner is a pencil. It's the type that women are most familiar with, it's the easiest to use, and the quickest to apply.
Since I've ventured into gel liner, I'm not sure I'll ever go to back to wearing just pencil liner. I love the impact and deep line I'm able to get from gel. Sure, a few strokes back and forth with a kohl pencil liner (these are usually very soft and easy to apply) will give you a nice, dark line, but there's something about the thick line of gel that gives me more impact and lasting power than pencil.
As far as pencils go, I typically use my Mac powerpoint eye pencil. I've also used liners from Revlon, Stila, and Covergirl, and been equally satisfied. If you are looking for eyeliner, I recommend always buying waterproof. It will last longer and not be as likely to smudge. And it's not as challenging to remove as, say, waterproof mascara.
The only gel liner I've tried is the Maybelline Eye Studio Gel Eyeliner. It comes with a narrow pointed brush, but I prefer an angled brush like this one. I'm pleased with the consistancy, staying power, and color.
I don't use liquid liner often, and I'm much more likely to "dot between my lashes" when I use it instead of drawing a bold line. Here is a tip when using liquid liner to make your lash line look thicker.
I've enjoyed the Revlon ColorStay liquid liner. It's inky, the brush is small, and a little product goes a long way.
And now for a tutorial on how to use gel liner! It may seem pretty obvious, but I've got a trick that helps guide me when I'm applying the gel.