Anne, filling in/accentuating my brows is my favourite part of making up. I think if there's only one makeup you put on your face, it should be a brow product. Eyebrows frame features and make a huge difference to the face. I'd even go so far as to say filling in brows is more important than shaping them by plucking; sometimes what appears to need correction by plucking, can be corrected by filling in.
You can get a pencil, a gel, or use a brush and powder (you can use brow powder, or a decent quality eyeshadow in a suitable colour). There's even waxes and pomades.
I used to prefer using a push brush (stiff small flat brush) in some dark shadow. I finally last year got the Shu Uemura Hard 9 brow pencil (they also have another one which is more conventional) and haven't looked back. The only thing is it has to be shaped into a special sort of blade shape (they do this for you, or if you're handy with a stanley knife you can do it). In this shape you can do fine hairlike strokes. In fact, mine's a bit blunt and thick but I still think it looks pretty good on.
It isn't soft, it's totally hard, and can't draw without the oils on your skin. So it only works with the natural oils in your brows. Hence you get the most natural, fine look possible.
I think it cost $27 which is not bad for a medium-high end cosmetic line (also, unlike a lot of brands, they don't put on an exorbitant markup for Australia). It will last a LONG time, every review I've read says they last forever.
I got mine at Shu Uemura David Jones. They sharpened it, showed me how to use it and were good, not scary or pushy.
Of course, there are many good brow products and techniques - just wanted to put in a little rave for my fave!