Additional fun things:
Blender markers. Prismacolor, Tombow, and Copic all make them. I have the Prismacolor blenders myself, and they do this when used in combination with the colored pencils:
Also, pencil lengtheners are available at good art supply stores (*cough cough Art Media cough* if you happen to be in the Portland, Oregon areaÖ.), and these come in REALLY handy when your pencils get to be about 2 inches long and downright painful to hold.