I have been experimenting with these Tinted Charcoal Pencils from Derwent lately. I have bought them after seeing some amazing work from Graham Brace and David Cook.
This is my second attempt with them:
It's still a bit weird to work with them, but they look like a great medium for sketching.
Derwent also has some great tips in their website on how to work with Tinted Charcoal: