I've used wooden pencils, mechanical pencils, ballpoint pens, gel pens, fountain pens, felt-tip pens, rollerball pens, dip pens, and more. For pencils, I've used harder and softer leads, thicker and thin.

For everyday writing, I prefer a good fountain pen that takes international standard cartridges. Nothing too lightweight, I need some heft, and generally a fine nib and good ink. I write left-handed, so it needs to absorb and dry quickly enough so that I don't smear.

For marking up things, like taking notes in the margins of a paper or book, I prefer a pencil a bit softer than the standard #2. Right now I have a Uni Mitsubishi Hi-Uni Pencil - 2B, well worth the price. Of course, you can't have a pencil without and eraser and a sharpener. For the eraser a white Pentel Hi-Polymer, and to sharpen, a KUM 2-hole long point AS-2.