I've always got a pad or sketchbook with me soemwhere. In my sketchbooks (the cheap A4 ones with black covers you buy in artshops) I tend to always use blue pencil... I just like the look & feel of it & my brain-to-hand really gets firing with this colour pencil on this textured paper. Can't explain it. Don't ask. I also carry around basic lined notebooks (again standard from most newsagents of stores) and always write/sketch in a black BIC finepoint pen (one of those 'el-cheap-o' type pens... but man they're nice on notepad paper.
Anyhow... here is a page from one of my sketchbooks.