I use several different things, but it also depends on what I'm doing at the time. The Sewline Mechanical Pencils are wonderful for marking when piecing but so far, I won't use my pink one on Muslin to mark a quilt pattern. I checked on how easy it would remove before I started my niece's quilt, the marks stayed, even after I used soap and water.
My go-to for marking quilting patterns though are heat erasable pens, they come in black, blue, green, red and white. I've had extremely good luck with all of them working and no returning of the marks hours or days later. Even the white is a strong, strong white, though you do have to wait a minute or two for the mark to eventually appear. A hot iron with a little bit of steam erases the mark completely.