Try Blinc Kiss Me Liquid Liner...its the least harshest liner ive ever tried....best part..its water proof, smudge proof and can be removed with lots of warm water and a peeling motion! I know, sounds weird, but its fantastic.
Urban Decay's liquid eyeliners are very nice, they might feel a bit cold at first, but it disappears quickly and don't burn. I also tried NYX eyeliners (those with glitters), they're definitely cool for a minute, but then they're just fine.