I often receive emails posing this question. Many emerging artists have tremendous talent. They know the time and energy that goes into a detailed drawing, and they want to use the best materials possible.
My answer to this question surprises some. For the most part, I use ordinary pencils purchased from an office supply store. I like mechanical pencils, as the leads are quite thin and thus give me a sharp point without wasted time sharpening and making a corresponding mess. The mechanical pencils are available in several thicknesses too. My favorites are the .5 and .7 thickness leads. Most mechanical pencils come with HB leads, though you can purchase several hardness levels separately, such as H, B and 2B. There are also .3 leads, though they are so thin that the lead is almost too fragile to use effectively.
I do 90% of my drawing with the HB pencil lead. Then, I use leads the B to 6B range to “punch out” the darkest areas of my drawing. See my Pencil Drawings Process page for an illustration of this effect. My two favorite art suppliers for pencils and pencil leads are DickBlick Art Supplies and Utrecht Art Supplies.