Digital is much easier on my arm, so when I can get to my desk (not lately because I SERIOUSLY need to get those wraps before I spend any more time at a desk outside of my day job), I favor Paint Tool Sai for sketching/inking and water-color style painting, Autodesk Sketchbook Pro for sketching and markers, and Art Rage for crayon/chalky stuff. I kind of cycle through them in phases for whatever I feel like doing, so it’s all terribly inconsistent… but I DO process all of them through Adobe Photoshop CS6 (or CC if I’m at work) at the end for level and color adjustment.
You can read more about my digital stuff here: http://gabapple.tumblr.com/post/130978403621/hi-sorry-to-bother-you-but-i-was-wondering-what – it has pictures!
For traditional media, I love drawing with ball point pens. But sometimes I prefer 0.5 mechanical pencils. I used to color with prismacolor pencils, but it destroyed my already injured arm… so I tend to stick to markers (prismacolor) when I’m doing “serious” stuff, often blended with just a LITTLE bit of colored pencil (cheap crayolas).
Lately, I’ve been experimenting with brush pens and highlighters and I am LOVING it. They’re way more portable than watercolors, and so much less messy. But once I can be at my art desk, I’d like to do more watercolor and ink wash stuff.
Pens, though. I love messy sketching.