I use several methods. I love to use the blue/purple pens for lighter backgrounds. I use the golden threads paper a lot also (but you have to tear that off). For borders, one of the best ideas is to use toilet paper...its the perfect width (usually) and really easy to tear off!
You will need to either get a light box or use your window to trace the pattern on your blocks or whatever if you are using a pen/pencil. If you use one of the papers, just trace over the pattern, pin in place and go. if you are using a stitch regulator, you will have to go with a pen/pencil as the laser light can't count the threads through the paper though...Another good way to mark is to use...or darn...I can't think of the name of it..its that fabric that is very loosly woven and has holes in it...you trace the pattern on that fabric, then position that on your blocks and trace over it again...it leaves the marks on your blocks where the holes in the fabric are--clear as mud?? Sorry my brain isn't working this morning.
I'm going to look for that new pen!
Right now I'm using a chalk pencil on a dark chocolate background.