Regular pencil for me. Seriously, I don't even know why but I have a real distaste for mechanical pencil. Why is that? Guess I just think the most classical, original stuffs is the best kind.
I like using mechanical pencils but my hands sweats a lot during this time of the season so I use ballpoint pens instead. I pretty much change what I use as the seasons change too.
For me it depends on what I am doing. If I am doing say math I am a pencil type a guy but when I'm just drawing or writing for fun I like fine tip pens.
I do machanical pencils for most of my time i draw and write. It grew as a pet peeve to have a mech.pen cause i can't grip wooden right (no homo)... as it continued i find that i use 0.5 lead often for clean sketches and i write small...
I've come to prefer mechanical pencil to regualr pencils in the last few years. Perhaps my favorite mech pencil is the Tyconderoga(I know I misspelled it :P )sencematic because it automatically refreshes the lead(I'm lazy), and because many of the other types tend to have lousy mechs that either won't give you lead for like 4 clicks, will fake you into thinking there is lead(but when you go to write it retracts in to the barrel), or will dump like an inch of lead when the button is pressed which has caused me to destroy my pencils in rage on a number of occasions.
I dislike pens for two reasons. One you can't erase them as easily as pencil(and I often make mistakes when writing). Two I don't like how easily a pen slides(it usually makes me make more mistakes when writing). Unless I'm writing something that needs to be in pen I go for a pencil.
I've used nearly all the other methods at some point and while some are fun I find most of them to be inconvient when speed and accuracy are important.