Pastels can be layered but not mixed, so you need a range of colors, with a good choice of lights and darks in the primary and secondary colors, earths, grays and fleshtone. From there you can add single colors as needed. I prefer a medium pastel which allows finer detail than very soft pastels. The pastels I've listed here are readily available, popular brands suitable for beginner to intermediate artists. Most professionals opt for expensive, hand-made pastels with superior pigments, but the price and availability of those pastels can be a problem for beginners.
I bought a wooden boxed set of Faber-Castell Polychromos pastels 20 years ago, and they are still my favorites. Not quite as hard as the Conte, they are still a hard pastel that needs a firm paper. The colors are all first class. The high pigment density means that some colors handle a little differently, being harder or softer depending on the pigment. Availiable in sets and individually.
I haven't had the opportunity to try these myself, but I'm including them in my selection as I've found the other Prismacolor products I've used, especially their pencils, to be of superb quality with excellent pigments. Nupastels are a hard pastel that seem similar to Conte, recommended by the retailer for illustration and 'tightly rendered' drawing. They have a large color range and are available individually as well as in various sets.
Conte are an enduring and popular brand. The darks are dark and not chalky, the primaries bright. Made with a clay binder, these are very hard pastels, so good for fine work, but may not suit those who like to layer heavily in a more painterly style, and they need a firm paper. Available in various sets of 12 and 48 colors, including Landscape, Portrait and 'assorted' colors, plus a drawing set in shades of brown, gray and black.
Excellent Faber-Castell pigments in a clean, easy-to-use pencil. Ideal for sketching, smaller size pastel drawings, hatching and linear work. If you tend to be a bit finicky or like more of a pencil-drawing feel, these will suit you. Artists who prefer dirty fingers and hands-on, broad, gestural or painterly work will probably be better off with pastel sticks, or you can use them in combination. If you aren't sure, buy a small set or some favorite colors from the open stock range to try out.
Sennelier pastels are very soft, with no fillers and just enough binder to hold the pigment together. The color range is superb, and though they aren't cheap, you can sometimes find good deals on them. They are available in an extensive range of boxed sets and open stock. You can also select half-sticks to broaden your color selection more cheaply. Because they are so soft, they suit a more paintery approach and need a paper with a good velvety tooth.
I haven't tried these pastels, and I fear I'm unlikely to - I'm just not that serious about my pastel drawing. These luxury pastels are not for the faint of heart or tight of budget. For the seriously color-obsessed pastellist, Unison handmade pastels offer an amazing, delicious color range created with John Hersey's unique formulations. They are hand-rolled and air-dried, and contain very little binder so have very soft handling properties. Hmmm. Maybe I could just get a couple....
Another reliable, artist's-quality pastel, Caran d'Ache are made with minimal binders but are a little more consistent in texture than some brands. They tend to be quite forgiving - with good covering power, workable and not quite as soft as the handmade ones, so they last a little longer. Available in sets of 15, 20 and 60.
Made in Australia, Art Spectrum offer a consistent product and excellent color range. Available in sets of 15, 30, 60 and 120, they can be a little overpriced in the USA - look for specials. Some art stores may also have them available as open stock. I've used them quite a bit, and find their colors generally reliable. They can be quite soft but layer well.
Priced between the Artist's quality brands and Reeves, Van Gogh hard pastels are affordable pastels well suited to the art student or hobbyist. They are quite hard so don't layer as well as a soft pastel, and you'll want a firm, toothy paper - but they also don't crumble and are good for linework. You may find the darks and primaries are chalkier than the better quality pastels, so you may want to purchase a few of those colors from open stock to supplement your basic set.
Reeves, made by Winsor and Newton, is a respectable student quality brand. Their pastels are suitable for children and older students alike, with a good range of surprisingly strong colors, apparently quite lightfast too. They are very affordable so you can experiment freely.