Mid_range pencils from brands like Staedtler or Faber Castel offer softer application, which allows you to get more color into the paper. This can produce a more vibrant color and reduces the chance of white flecks of paper showing through. Softer wax pencils are also better for shading and blending.
Some colors are more transparent than others. Some colors are very opaque. Test your colors on a separate piece of paper to see how they work together. Too many layers of crayon can make the colors resist each other. This can make it harder to add more color. Use as few colors as possible to get your end result.