Try different papers including: hot-pressed (smooth) watercolor paper, medium and cold-pressed (rough) watercolor paper, Stonehenge - available in cream and gray as well as white, and illustration or matt board (Bristol board or Museum board). Try using colored paper or board. Consider how well the tooth holds the pencil, whether it takes many layers, and whether the texture is too pronounced for some effects.
Pencils companies are reluctant to share recipes, but most pencils are wax-based, with some such as Prismacolors having an oilier feel. Try Caran D'Ache, Faber-Castell Polychromos, Bruynzeel and other brands that you can access. Note how similar colors compare, how they hold a point, how they perform for shading and burnishing. You might like to supplement your main set of pencils with a few extras, or select different colors from different brands, depending on how you work.
