Pencil eyeliner is easy to apply, but sometimes doesn't spread as smoothly or thickly as gel or liquid liners.

Gel liners are matte and glide on easily. They sometimes come in a little pot with a brush.

Liquid liners are used for their precision, and usually come in a tube with a small brush, or "pen-style" with a brush tip. They can take some time to dry after applying, though.

Here's a bit more starter info on each of them, and here's an in-depth guide.