We usually like to select a nice big set of colored pencils to get started with, so it can be a bit daunting trying to choose the best ones for our needs. I love colored pencil so I've become familiar with a good selection of different brands in my own work, as well as buying a few different ones just to try. If you're not sure, get a small set of a reputable brand, which will be good and serviceable for general drawing whether you're a 'fan' or not. Then select a few different pencils in a range of colors from loose stock of other brands, and experiment for yourself. Several things will influence your choice, such as the type of paper that you prefer to use, how 'heavy handed' you are when drawing, and the way you use pencil, using a single-layer or multi-layered application. My way of working may well be different to yours, but here's my opion on a range of colored pencil options, which I hope you find helpful.
These colored pencils, along with their Watercolor cousins, are my all-time favorite pencils. I find the Faber Castell casing and production to be always reliable, the pigments lush and smooth, the handling reliable. They are soft enough to layer beautifully but without crumbling. They can be a little more expensive than some brands, but if you look out for specials you can get a good deal, and they are excellent value for money. These definitely won't disappoint.
I have a tin of 24 Prismacolor pencils along with another dozen purchased from loose stock, to round out the color selection. These are really beautiful colored pencils that don't feel dry or scratchy, deliver plenty of top quality pigment, and they layer and blend easily. Lightfastness is a bit of a question with the new Prismacolor ranges; they no longer claim lightfastness on the tin, as this depends on the forumlation of the individual pencil. However they do publish this Lightfast Color Chart for your reference. I've noticed a few negative reviews regarding Prismacolor quality, but haven't had any issues myself with any of their products.
Ok so they aren't, strictly speaking, colored pencils... being water-soluble, they don't have the waterproof security that a waxy colored pencil does, but in terms of laying down lots of gorgeous color, handling beautifully, blending, and of course, working well with water, you can't go past Faber-Castell's Albrecht Dürer pencils. I've been drawing and painting with these pencils for years, buying new pencils from loose stock as they wear out. They are my 'desert island' art supplies.