I've tried the pounce only once and gave up on it. Usually use the disappearing purple ink pen but sometimes I use the blue one that comes out with water. For darker fabrics, I have tried the chalk pen (hollow is filled with chalk dust and pen tip has a tiny wheel that applies the chalk); I bought this in desperation because I was out of town and my other pen had run out. I went to the only quilt store in town (Log Cabin in Goshen, OH) and was told flatly that they "don't sell the pens" because "some quilters have had problems." (Well yeah, okay, but they work for *me* and I would have *bought* them from ya, so you just missed a sale, didn't ya?)
There's also a pencil we bought at the Harrisburg PA quilt show a few years back; it's got one graphite core and one soapstone core (for marking darker fabrics) but, for me, the soapstone was too faint to see well. Best product for marking through plastic templates onto dark fabric (for my money) is tailor's chalk--it comes in white, yellow, blue and I think even red.