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!
Get even! Producing a nice even color with your coloring pencil is all down to pressure. Push harder on your page for darker coloring, applying little pressure will producer a much lighter color. It is tempting to put lots of pressure on the pencil to produce the darkest color _ don't do it! Too much pressure will likely cause you to break your pencil leads, produce a scratchy finish to your coloring and give you less control. Instead, try applying your pencil with a little less pressure and use small circular motions with the pencil to get an even finish.