Yes I do use the smudge sticks and love them! I can get a really fine line with them, or smudge them before they set for a more smoky look. Love the range of colors too. They are a bit resistant to my Neutrogena foaming cleanser/makeup remover, but I put a bit of moisturizer on a towel and wipe it off easily that way.
I also use the smudge pots. Those are fun for doing a winged eye. My only problem is that the top layer dries up fairly quickly, and the pot is large so it is hard to use up all the product in a reasonable amount of time. I do wipe off any hard layer before using, but then feel like I am wasting product! On the other hand, it is a large container...
I also have the Stila waterproof liquid eye liner, but that one stings my eyes a bit and smears really easily. On me, anyhow -- sounds like pastrygirl has a different experience.
I'm thinking that it depends on your skin type as to how well they work for you. Good luck!
ETA: I also like the UD pencils but find I get a crisper line with the smudge stick.