They are called Do A Dot Art! They are simply sponge tip paint applicators and they are genius. They require no cups, no brushes, and best of all they make no mess. You can use them on any paper and you can even find a Do A Dot activity book to use with them. My kids love to make posters with them and I can pull them out anytime and put them away in a second- no set up.
You can buy them here if you can't find them at a store: