Hmm, in all honesty, I have yet to find a really great dark blue. Instead I sort of combined two different ones. Usually (since I do this about four times a week) I first apply Avon's gel eyeliner in navy--which already is a dark blue--and then I top it off with back liquid liner. I try to make sure that the black eyeliner does not completely cover the navy. Lately, I find myself grabbing my Wet N' Wild liquid eyeliners more often than not.
I wish I could be of more help for a one-step process. You might want to try using Nehru along the lash lines, possibly wet. HTH!