Many crayon artists (you can find a few online) use solvents to soften their appearance. It can be a wonderful look but, personally, I love the pixilated look the crayon creates when applied just as is. Look at the art examples in this post _ you can see the speckled look crayon has when applied in layers. This adds to the realism, especially when creating an out_of_focus background, such as in these two images.
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.