Quality Matters. Not all colored pencils are the same. Cheap colored pencils tend to have harder wax leads and less pigment which mean they produce less vibrant colors and have a tendency to leave some white spaces uncovered in the grain of the paper. Because the lead is hard, cheaper pencil leads often have a tendency break and if the lead breaks throughout the length of the pencil you can be left with something that is unusable.
Then you can also create a texture effect. Just cover the drawing with a light stroke first then follow with rough, think strokes to serve as details . texture. This can also be applied when you're using colored pencils. And you can also create a light, smooth look with crayons. Just color your drawing with very rough and thick strokes (this might make the drawing look messy at first) then rub off the excess color with cotton or scratch paper.