If you want a night time Smokey here is a video on how to do it. She kinda talks for the first to minutes but you can skip that to the makeup part. http://www.youtube.com/user/JLovesMac1#p/u/1/cgoNN
If you want a day time look she is using Mac Eye Shadows.
I know I didn't really give a product name but I hope this helps!
P.S. Do NOT try the Covergirl Smokey Eye Stick. It sucks!