Whilst most colored pencils are wax based, some brands use an oil based lead, like Faber Castell's Polychromos. These pencils are very soft to apply color so will cover every fibre of the paper with their bright hues, but they are also very expensive and should only be considered if you are looking to take your art to the highest level.
Scratch out small lines and details (such as hair, the veins in leaves and flowers, etc.) with a craft knife. Crayon is excellent for scratching due to the wax. Do not get frustrated! You will need practice to get the look you want. It's worth it!olored pencil, just use that instead.