Professional level pencils like Derwent or Prismacolor offer the best quality and typically are the most expensive pencils to buy. The wax in these pencils is softer and the colors are a higher pigment providing brighter colors. The soft application allows blending and shading.
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.