For beginners I would suggest either the Staedtler or Faber Castell brand of pencils. These produce significantly better results than bargain bin pencils, provide good colors and allow you to try some simple shading and blending techniques. With practice the best coloring results can even be achieved with the most modest tools!
In fact, taking a crayon or colored pencil to paper is a therapy method that dates back to the early 20th century _ though it seems people are just starting to rediscover its benefits. So how exactly does something as simple and seemingly childlike as filling in the lines lend itself to combating adult amounts of stress?