Just like eyeshadow, eyeliner comes in just about every colour you can imagine. There's a few different types that you have to choose from too.
A pencil eyeliner is just like it sounds; it's an eyeliner in pencil form, and they're a good place to start if you're and eyeliner novice, as you don't need as much of a steady hand as with the other types. Almost every makeup brand has their own version, and they're all different. Just like eyeshadow, these liners differ in colour, finish, texture, and opacity. Like my shadows, I like my eyeliners pigmented. I look for pencils that offer good colour pay off in a couple of passes. Much of the time, this ties in closely with the texture. Softer eyeliners are more likely (but not guaranteed) to deposit more colour. I also prefer softer pencils is they don't tug at the delicate skin on your eyelid so much. Most pencil eyeliners are safe to use on your water line, but always be wary of glittery pencils, and red or pink pencils which aren't specifically marked as eyeliners (some pigments are lip safe, but not eye safe). The great thing about pencil liners is the ability to smudge them. A good eyeliner will allow you to smudge it when it's first applied, but will set and not travel much during the day. If you find your eyeliner is smudging, try setting it with an eyeshadow that's the same colour.
Gel liners are a good next step after pencil liners. These come in pots and you use a brush to apply it. Gel liners are versatile, as you can draw a sharper line than with pencils. You can also smudge gel liners before they dry down. I like gels because I find they're easier to use than liquid liners, and the colour is often more buildable. You can also use the non-shimmery kind on your water line.
If you want a really crisp, sharp line, go for a liquid liner. These require a steady hand, but the result is well worth the effort. For a really thin line I like to use liquid with a tiny brush, as, if you have a good quality liner, you should get a good, deep colour with the first line. This means that, once you get the hang of them, liquid liners are the quickest to apply. Don't try putting liquid liner on your water line though!
Cake eyeliners aren't one of the more popular liners, but they are one of the more versatile options. They come in a pressed powder form, looking like eyeshadows, but they're then mixed with water to turn them into eyeliners, and then applied with a brush of your choice. This allows you to mix the liner to the consistency you want. I prefer to use a sealant liquid rather than water, as it greatly increases the staying power . They're not as smudge-able as pencil liners, but the powder allows you to create a softer line if desired, before drying down to a soft line that has good staying power.
Kohl is a deep, dark powder liner. Traditionally, it comes in pots with an applicator. Many brands now offer a kohl liner in a pencil form. Kohl is softer than pencil liners, and if you're looking to do a dark, black, smokey eye, this is the way to go. As they're so soft, they're easy to apply, and very gentle on the lid.