I think the biggest problem people have when drawing with crayons is that they regress to being five years old again. They hold the crayon like they're coloring again, instead of applying it like a fine art medium. Another problem is that many people want to make it perform like colored pencils. While similar in application, they are quite different. You should not use crayons and expect them to behave like colored pencils. You'll be setting yourself up for disappointment.
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.