I use the Bohin mechanical pencil with white 'lead' for dark fabrics and a plain out mechanical pencil with #2 lead on light fabrics. That works fine for me as long as I don't get too heavy handed when marking. Bohin makes other color 'leads' for their pencils but my LQS does not carry them. Another shop further away does but I'm not there very often and have forgotten about it when there the last couple of times. I do like their products very much.
And I mark as I go as well.