I dont know if you ever tried cover girl's eye and brow makers, but I swear by it! I draw my eyebrows in every day, and the color stays the same all day, and they dont smudge!
I am in love with my new MAC eye brow crayon in Spiked. Love! CG eye and brow makers is great too, but I find it be hard to draw a thin line with it since I need to thin out after my arch. Just set with powder.
I looooove Benefits Brow Zings! It comes with two different shades in each box and it holds a little tweezer and a brush!
You cant get it in (I think) 4 different colors!
And its more that extremely long lasting b/c I'm a huge brow plucker during the day myself and it stays and stays and stays!