The example above is using ink, with a number 8 shading brush. I love the way that ink can fade out and create wonderful shadowing effects as the ink is depleted in the brush. However, it can also be difficult when you need to refill the brush over and over to maintain the same darkness. Overall, ink is my favorite medium.
This is an example of 6B graphite pencil. I enjoy using pencil because it is easy to erase if a mistake is made, but even pressing hard, it does not give the same effects as ink. I enjoy the fact that it blends easily, but not the fact that in order to make thick lines, you have to shade with the side of the tip.
Finally, I attempted with compressed charcoal. I love how you can get both thick and thin lines with the compressed charcoal, and how dark the tone is. My only complaint is that it sticks to pieces of the paper where fingers have been. But I loved the smoothness and ease of using it.