L'Oreal Quik Stik is amazing.

It's thick but isn't greasy at all, doesn't clog your pores, and gives really good coverage. I hate concealers that feel like you're putting lipstick on your face; this has a nice smooth texture that's surprisingly light for how much coverage it gives. Plus it isn't too pink like the cheaper brands (Maybelline, Cover Girl, etc.)

It's about $12