If you come from any kind of scientific or engineering background, I'd be fairly confident that a pencil is your writing implement of choice, specifically a mechanical or propelling pencil. For most people, it'll be a 0.5 mm lead but if you come from a draughting background, you'll have two, one with a 0.3 mm lead and the other with 0.7 mm. I'm kind of partial to 0.7 mm myself: the extra width gives the writing more weight, especially with a softer lead.
For those who aren't pencil fans, you need to look again at them as writing implements. They're some of the best tools to get emotion down on the page as the darkness of the line reflects the pressure of your hand.
Obviously pencils wear down as you write and if you hold the pencil in the same grip, the lead can become chiselled with a flat side and sharp point, which can all too easily tear into (cheap) paper. The solution to this is Uni's Kuru Toga range of propelling pencils which have an innovative mechanism to rotate the pencil lead every time the pencil touches down onto the paper, keeping the tip of the lead in more of a dome shape that won't rip the page. I'm a big fan.
As they're mostly produced for the Japanese domestic market, it can be difficult to see the whole range in an English website. There's broadly three types available; smooth, gel or knurled grips. Although there's a wide range of pencils (and all typically costing less than US$20 / GB£20), my personal favourite is the Uni Kuru Toga Elite. It's a tasteful silver, with a metal knurled barrel enhancing both the grip and its engineering kudos.
If you haven't used a pencil since school, I'd suggest you pick one up and give it a whirl. Try and support your local specialist writing store if you can, otherwise they are available online.