The Frixion sounds cool! :) I looked on eBay and there are several different Frixion pens and none of them specified that they were removed by ironing - though one of them (a roller-ball type) says it's removed by friction. Can you put up a link to the right product?
What colors have you used? And have you used them on lots of different colors of fabrics? Do you feel like we're playing 20 questions, yet? :D
I use the Sewline mechanical pencils and I like them a lot but, they don't all come out very easily.
I have the different colored chalks, but those are crazy hard to use and the lines are wayyyyy too thick.
I used the Miracle Stencil stuff for a while, but again, the lines are thick plus, it disappears before you can even finish your design. That was another product that disappears with heat. Great idea, but it didn't work out too well for me in practice.
I bought soapstone pencils but I haven't tried them yet. I'm probably never going to throw away another soap sliver, though. :)