I use a regular pencil in a Rosetta pencil holder with either Dixon the cheap ones you get at Retail or Just Basics pencils from Office Max they just changed where Just Basics pencils are made from Taiwan (the good ones) Chinese knock off brands. The Chinese ones suck I'll give them to my brothers kids for school.
ANyway I just doodle with that on some Blue line pro then use a Graphgear 500 for rending most of everything.
Then if I want some usual shapes like with Mecha I'll use a Leadholder.
You can use a leadholder for the entire drawing but unless you are a expert like Joe Mad it will look really stiff with proportions off and such.