The right paper makes a huge difference if you're going to be layering and blending colored pencil. The short fibers in cheaper woodpulp-based paper break off easily and don't hold pigment well. They become flattened by pressure and the paper can easily distort and tear. Use a good quality paper designed for colored pencil.
You will also get varying results with different pencil brands, as well as different pigments. Some brands will tend to look a bit chalky when blended and don't smudge easily, while others, such as Prismacolor, have a softer wax base, which makes them a little more transparent and malleable. In high quality pencils with a lot of pigment, you'll also notice that some colours blend more easily due to the type of pigment they contain, with some being drier or more granular or opaque than others. Listing them is fairly pointless - you want to experiment with yours and see how they behave.
How to Blend Colored PencilBlend colored pencil by overlaying faintly applied layers of each color. The biggest mistake is applying too heavy a layer first. When a gradual change is needed, start off with a slight overlap in the middle, then progressively overlap each layer a little further. You can use a colorless blending pencil to help blend colors without adding any further pigment.
Try this:Lay down a fine layer of colorless blender first, and then your lightest colour, as dark colors can be difficult to blend once they stick to the paper fibers.
Colorless solvent markers can be used to soften and blend colored pencil, and can create a watercolor-like effect. With watercolor pencils you can get the best of both worlds, using water to blend and overlaying with burnished color. These do look quite different to straight colored pencil drawing, as they saturate and fill the paper, not leaving the white paper grain that more lightly applied colored pencil will. Oil-based solvents, such as turpenoid , can be used to blend colored pencil as they dissolve the wax, but they are toxic and should be used with care. Try them on scrap paper first, and observe safety precautions.
Tortillons (blending stumps) and 'q tip' cotton buds can also be used to smudge and blend pencil, though also lift the pigment a little, giving a slightly grainier effect than pure layered pencil. Try using them in combination with layering techniques. Experiment!