Let's just start with the basics and use a pencil to do our drawing. A standard 'HB' pencil (the most common type, like you used at school) is perfectly adequate for sketching, but you'll never be able to create rich dynamic tones, because it's too hard. I don't mean difficult, I mean the graphite isn't soft enough to get the sexiest dark lines on the paper.
So invest in some 'B' pencils. A 3B or 4B is good for most drawing uses, but a 6B will get you some lovely black tones. Be warned, however, the higher the 'B' rating (it stands for Black), the softer the graphite, so it will start snapping under pressure. And obviously don't drop your 6B or it will shatter all the way through. I actually used a mechanical B pencil for some of the drawings in this feature--and I love it. Self-sharpening, good eraser, decent blacks. To start with, anything will do.