I have only used the paint pens on the rocks so I do not know how other paints work.
But I do use outside paint on a couple of my outdoor ornaments because I leave them out in the winter. After I paint I seal them with Polyurethane. I get a small can at Lowes for a couple of dollars and it last years.
If you use other paints I think the little artist paint brushes at the dollar store would probably have a fine enough tip to write on the stones.
The other suggestion I would offer is I pick up the little test paint at Lowes and HD for 2.00 you can get every color in the rainbow cheap and seal with polyurethane.