I use Sewline pencils. They are propelling pencils with 'leads' that are designed specifically for fabric. The leads come in several colours, I have the regular grey, and the white and yellow for dark fabrics. The company also makes a propelling fabric eraser and I recommend that too - if you haven't pressed hard, it works a treat!
http://www.sewline-product.com/

I lost the first pencil I bought, and couldn't do without it, so bought another. Of course, the first one turned up, so now I have two. I keep the regular lead in one, and either the yellow or white in the second one, so now I don't have to bother to change leads any more. I think now, the same company does a multiple pencil, so it might be worth checking that out.

I perfer watercolor pencils. They come in nearly every color and I look for one that matches the fabric and the quilting thread best.

I like Fons and Porter's pencils ... a pkg at JoAnns is about $14, but you get 4 different colors ... I also use dressmaker's chalk

I like using the Dritz washable marker. Never have had a problem with it.

Like z.bang, I use soap slivers too. My whole house smells good while I'm quilting.

I just tried the watercolor pencils too, and they work really well.

I've been using the Pounce. At first I couldn't get anything but a mess using it. All of a sudden it's working just fine. I like Roxannne's marking pencils and the marking pencils that The Stencil Co. sells. I think they are General.

I've taken more than one online class thru Longarm University (Cindy Roth) and she taught us to use the Crayola Washable Markers. They're easy to see, easy to use, BUT...you HAVE to wash the quilt to remove the marks. I've done it and it works, but if you're not going to wash it don't use them.

I like the Fons and Porter marking pencils.

Is there a reason you can't use a regular pencil? I'm guessing you are talking about for your patterned quilting designs here, and I am far, far from that stage of endeavor. So, I'm just asking out of curiosity.