If your eyes burn and water everytime you use eyeliner, it could possibly be:
1. Your eyes are very sensitive or you're allergic to the ingredients used to make the eyeliner.
2. If you've been using the same eyeliner for a long period of time, you want to sanitize it if it is gel or pencil and you have had it for a little bit. Throw it out if its liquid and it has been more than 3 months and if it has been more than a year with pencil or gel.
I use Urban Decay 24/7 Glide on liners and the Tarte Amazonian clay gel liners. I have sensitive eyes and they work great for me. They might not work for you. Cheaper alternatives that work the same are the Prestige Cosmetics Total Intensity eyeliners and the Essence gel liners.
Check with your doctor to see its the sensitivity of your eyes or the ingredients in the eyeliner that is causing the burning and watering.
Answered[ Edited ]
It sounds as if you have very sensitive eyes, or you are allergic to a very common ingredient in eyeliner. (Or -- do you have allergies? If so, your eyes could be rendered more sensitive by allergens, and this might be why you cannot tolerate anything in the eye area.) If this is the case, unfortunately it might just take trial and error until you find one that doesn't bother you. While products are sometimes labeled "hypoallergenic" or "opthamologist tested," this does not really mean anything because these terms are not defined or regulated by the FDA.
Sometimes eyeliner bothers me (and I wear contacts, but it sounds as if your eyes are more sensitive than my own), and I have never had an issue with Make Up For Ever: http://www.sephora.com/kohl-pencil-P99802 or http://www.sephora.com/aqua-eyes-P35082. Until you know for sure what is causing the problem, I would definitely try to stay away from liners with glitter or shimmer in them, as they could be potential irritants. And, the next time you are at the eye doctor (or even a regular doctor), you may want to ask.
What are the eye liners that you have tried? This can help us narrow down options rather than list out things that may not have worked for you in the past.
Out of the gate, I would suggest Tarte, as they are a very sensitive skin-friendly line and have products formulated without many ingredients that can cause reactions or irritations.
Their aqua pencils go on super smooth and are very pigmented so you don't even have to line your full lash line, just make a few small dashes and smuged together to make a soft line.
Do you have any reactions to eye shadows? Try turning your shadows into liners, I like working with a colorless eye primer (Urban Decay's Primer Potion or Too Faced's Shadow Insurance), squeeze a tiny bit out, run an angled liner brush through some product, run it through your eye shadow and line your lids. The primer locks it in place.
I feel your pain - I would get dry eyelids from different types of eye shadow. On top of that I have super sensitive skin & trying new products can be a nightmare! Your best bet is to try out a natural, paraben-free, liner that has less chemicals.
I am a huge fan of Kat Von D's Autograph Pencil. It's paraben free & I don't need to use primer to make it stick.
Tarte also has a great one: SmolderEyes Amazonian Clay Waterproof Liner.
I would also suggest switching your mascara to a natural & paraben-free one like Tarte's Light's, Camera, Lashes! because mascara might be a contributing factor.
Hope this helps & good luck! May you never have a problem with eye makeup again