So I am posting this here because it is more a topic about materials than life drawing in specific.
In my open studio sessions, I am using, and am really impressed by Cretacolor's Sanguine 5.66mm drawing leads. They are just ideal, IMO, for this type of drawing.
They make them in oil and chalk style and there are significant working differences between them. The oil sticks are bold when laid in, and do not lend themselves to much blending. The chalk version goes in just as bold, but can be blended down. This means that your darkest darks will have to be laid in at the last because if you touch them, they will lighten and blend down.
Or, you can combine the two - oil and chalk to good effect. Just as in pastels, chalks do not go well over the oils, but oils go just fine over the chalks. So I start in with my chalks, and reserve my darkest darks for the oils.
Also, I prefer to work on paper that is not highly textural or gritty as I really like to move things about and I am not a "covering" sort of artist. :P
The pictures below show my drawing box, and an example of how both types of Cretacolor sticks tend to work. The oil is on the left, chalk on the right.
So, what materials do you love to use when you draw from life?