Pencil: Pencils can be hard or creamy, smudge-y or stay in place. It all depends on the item. Pencils are perfect for your waterline / tight line. Pencils are also great for your lower lash line because you can blend them enough (even hard ones) so that you have a nice blended look rather than a stark line like you can get with liquid.
Ex: Nars Larger Than Life Long-Wear Eyeliner, Stila Smudge Stick Waterproof Eye Liner, Marc Jacobs Highliner Gel Eye Crayon, Sephora Retractable, MUFE Aqua Eyes, Jane Water Resistant Eyeliner, L’Oreal Pencil Perfect Self-Advancing Eyeliner, Revlon ColorStay Eyeliner
Khol / Kaajal : Khols made of soot and other natural ingredients, unlike pencil made of waxs (as well as pigments, etc). They are very blend-able and smudge-y (great for a messy look). They are intensely rich pigmented. I will give examples but unfortunately it’s not likely these are authentic khol liners.
Ex: MUFE Kohl Pencil, Sephora Long Lasting Kohl Pencil, Lancome Le Crayon Khol, Guerlain The Original Creamy Khôl Me Kajal Eyeliner, Givenchy Magic Khol Eye Liner Pencil, Stila Kajal Eye Liner
Powder: There are a few brands that sell specific powders for liner purpose and/or sell something like MUFE Aqua Seal to turn the powder into a “gel”-ish consistency. Of course you can keep it a powder consistency creating soft eyeliner looks.
Ex: Laura Mercier Tightline Cake Eye Liner, any eyeshadow
Matte: no shine
Ex: Bobbi Brown Gel Liner (black)
Shine-y: slightly reflective, gives a sheen
Ex: KVD Tattoo Liner
Metallic: very reflective, bright shine/sheen, sometimes contains glitter
Ex: Stila Sparkle Waterproof Eyeliner
Glitter: glitter-y with or without a base color
Ex: NYX Liquid Crystal Liner, Urban Decay Heavy Metal Glitter Eye Liner, make your own with something like ABH Brow Genius and eye safe glitter