Pencil
 
You are probably already familiar with this one. It has a pretty basic use and is great for smokey looks. The best place to use this is the waterline. Bobbi Brown Smokey Eye Kajal Liner comes with a smudger in a variety of colors as well that is perfect for a smokey look and that is also safe for the waterline.

Liquid
 
If you have tried this liquid type, you already know it could get messy. The great thing about this is the precision of the thin brush. You may need some practice applying it and a few emergency Q-tips to clean up if you are not an expert. Some women swear by the liquid liner and a great one with an easy to handle liquid pen is Lancôme Artliner Precision Point Eyeliner.

Pen
 
This option is great for beginners. By making small strokes with the pen you will still get that desired definition with a controlled amount of liquid and a sharp pointy penshape edge. Try YSL Eyeliner Effect Faux Cils Bold Felt Tip Eyeliner Pen and everyone will be wondering how you became suddenly such a quick expert.

Gel
 
Probably the best option for a cat eye. This will take practice but at the same time the wonderful thing about this liner is that it won't move. You may even have trouble removing it! Bobbi Brown Long-Wear Gel Eyeliner not only stays on but it won't smear or crease. Make sure to get the perfect brush to apply this with. MAC 210 Precise Eye Liner is a sharp thin one to make a precise line. If you're a beginner, start out with an angled synthetic flat brush.
 
Don't be discouraged if your eyes are uneven. Practice makes perfect!