Bought a kit from Urban Decay of their "24/7 Eye Glide" pencils - about $35, contains about 10 (I'm at work and can't see them right now) minipencils. THEY ARE DA BOMB. Dries quickly, stays put. Sephora carries them.
They don't smear, they don't wear off, they don't tug on your eyelids at all. There are other colors in the full size as well.