In my limited experience (4 years - handful of quilts)
I've used chalk but I've had a few problems with the chalk staining very light thread - very slightly (only I would notice it's there) - after the finished quilt was washed.
No, it doesn't come off very easily. It's a chalk pencil and you draw with it. They come in lots of colors (the one that stained for me was orange on cream thread). The other thing is if you make a mistake with the chalk you can brush it off with an old toothbrush. In fact, I try to do that now before I launder the quilt to keep it from setting in.
Another method if it's a small quilt (or small area) and a delicate pattern, is to use tracing paper then quilt through the paper then pull it off. Some tips I learned about this method:
1) pinning it doesn't keep it where it should be very well, and if it's a very intricate pattern there is not a good way to get pins everywhere you need them.
2) my LAQ recommend a spray (can't remember name and I'm at work (shhhh!) so can't look) - spray the PAPER (NOT the quilt) - let the spray dry to tacky then lay it on the quilt. the problem with this is the spray nozzle can gum up and "sputter" onto the paper in globs - if you don't catch it the globs stick to the quilt and it WON'T come out - at least it didn't on the FLANNEL I was using. Also, I was picking the paper out from under the threads with a tweezers for a long time. Pain in the butt.
I've seen the "pounce" but I've never tried it.
Tried lead pencil - it's OK for some light (but not white) fabrics, but obviously can't use it with darks. Doesn't work at all once the batting is on cause you need a hard surface under the pencil, and even then you sometimes get pencil drag and can (if your not careful) put a hole in your quilt top
Of all of them, I like the chalk pencil the best. I know there are lots of other products/tricks out there and I'm interested in hearing about others.