I have been obsessed with liquid liner since high school. I don't mind kohl pencils but with liquid it stays on all day and it's very black. I bought Bobbi Brown's Gel liner but I haven't tried it yet. I have been using L'oreal Linear Intense on the recommendation of other bloggers and it rocks. I have both the felt tip end and the brush end. I like them both but the felt tip version makes application super easy.
Here are some tips on creating that perfect winged look...
Start in the middle of the eyelid and create a line that extends to the outer corner
Go back to the inner corner and fill in the rest of the line.
For the winged part, create a triangle at the outer corner, fill it in completely and then connect it to the line with small strokes.