I use Sewline pencils. They are propelling pencils with 'leads' that are designed specifically for fabric. The leads come in several colours, I have the regular grey, and the white and yellow for dark fabrics. The company also makes a propelling fabric eraser and I recommend that too - if you haven't pressed hard, it works a treat!
http://www.sewline-product.com/
I lost the first pencil I bought, and couldn't do without it, so bought another. Of course, the first one turned up, so now I have two. I keep the regular lead in one, and either the yellow or white in the second one, so now I don't have to bother to change leads any more. I think now, the same company does a multiple pencil, so it might be worth checking that out.