Professional level pencils like Derwent or Prismacolor offer the best quality and typically are the most expensive pencils to buy. The wax in these pencils is softer and the colors are a higher pigment providing brighter colors. The soft application allows blending and shading.
When teaching a class on how to draw animals, we covered mostly graphite and colored pencils, but one of my students wanted to draw with crayons. It was fun cracking open the box of Crayolas and giving the class a demonstration. I shared the illustrations I had done for the book, and we analyzed the characteristics of drawing with crayons.