Use Crayola. These are the best and have the best color saturation. Use a paper that will grip the color evenly. I like Stonehenge or illustration board. Have a good hand_held sharpener handy. Always try to keep a point on the crayon. This makes it go on more evenly. Apply the crayon in a professional manner. Just like you would any other fine art tool, use control and be deliberate. Don't become five years old again!
Mid_range pencils from brands like Staedtler or Faber Castel offer softer application, which allows you to get more color into the paper. This can produce a more vibrant color and reduces the chance of white flecks of paper showing through. Softer wax pencils are also better for shading and blending.