I use a #2 mechanical pencil. It works on all but the very darkest fabrics and I've never had an issue with it not washing out of any fabrics.
I also have a set of the mechanical chalk pencils - the thick ones - and they seem to work quite well also. I have a white thin one (Bohin) that seems to work okay on the very dark fabrics.
Could never get the pounce thing to work well and the other 'quilting' pencils and markers I've tried are just taking up space in various places in my house.