If there's a category of brushes that's always disappointed me, it's concealer brushes. They are all usually a very small foundation brush that doesn't blend the concealer in. Try and use most foundation brushes to blend concealers, and most of them just soak the product up, and you're left with, well, nothing.
If that sounds familiar, I would be inept at my duties if I didn't bring your attention to these two, amazing, AMAZING concealer brushes (that aren't really concealer brushes) - the Shiseido Perfect Foundation Brush (£29 - link here) and the ELF Studio Mineral Powder Brush (£3.95 - link here).
What these do, is to blend your concealer seamlessly without removing the product or blending them to oblivion. After applying the concealer (liquid or cream) with your fingers, these will maintain the coverage whilst making the texture of the concealer disappear. The "techniques" however, differ for each brush.
Shiseido Perfect Foundation Brush
This one I prefer for stiffer cream concealers - an example being the MAC Studio Finish Concealer, but it's the more versatile of the two because it works really well with liquid as well. The trick to using this is to apply a fair, concentrated amount on the area with your fingers to give the product a bit of slip with the warmth of your fingers. Then, use a stippling/short strokes to blend the concealer in. If you're more of a liquid concealer gal, short strokes should do the trick.
E.L.F Studio Mineral Powder Brush
This is one I love for the undereye because it's so soft, and I think it's best for liquid concealers because it has quite a lot of give, which makes me feel that it wouldn't have enough force to blend harder cream concealers. The best way to use this is as you would imagine is to just buff in small circular motions, and long sweeping motions. I use this with the Maybelline Eraser Eye (review here) and the By Terry Touch Expert Advanced.
I know what puts me off buying from E.L.F is their shipping costs when you only want one product. I recently bought the Studio Small Smudge Brush from this seller on eBay, and I was very happy with their service :)