Pencils come in a range of hardness:
Coloured pencils can be blended on the page and their tone can be altered by pressure.
Some coloured pencils are water-soluble. Water can be brushed over them, or they can be used on wet paper to create more painterly effects. Water-soluble pencils tend to be softer than ordinary coloured pencils.
Charcoal is a fast and responsive drawing media. It gives both soft and strong lines depending on how it is used. It smudges easily so use a fixative to keep it in place.
It is best used for quick sketching and creating expressive marks. It creates very different marks ranging from soft and subtle shading to bold, dark lines depending on how much pressure you use.
Graphite sticks are harder than charcoal and can be used for more detail. They are like pencils, but without the wooden casing. They are useful for shading and blending.