I have dark circles under my eyes. Its partly genetic, partly lack of sleep. I've tried probably hundreds of concealers over the years - some were good, some not so good. But then I tried the Eye Bright pencil from Benefit Cosmetics.
This pencil works so much better than any concelear that I've ever tried, and it doesn't look cakey or emphasize those unfortunate fine lines that are developing as I get older. Another plus - its faster and more forgiving than concealer too!
Just swipe a little of this light-reflecting pink pencil on the corners of your eyes and gently pat into the skin. I like to apply this over my foundation or tinted moisturizer but under my powder. Its also great just by itself on my bare skin for weekends. It reflects the light rather than covering the circles so it looks more natural and makes my whole eye look brighter.
You can also use this pencil as a highlighter on your browbone. And a swipe around the corners of your nose and in the creases from your nose to mouth will help reflect light and make those areas seem less noticeable too.
Benefit Cosmetics can generally be found at Ulta, Sephora and Macy's, at least in my area.