Color pencils!! They won't leave leftover wax like crayons, AND they won't bleed thorough paper like markers!! They only downside is that you have to sharpen them sometimes!! SOOO... I like to get the twist up colored pencils!! Those are thee BEST!! ~Lexi ;)
I prefer color pencils. They are cheap and blend-able. Crayons are very wax so it makes the paper look shiny and you can't blend well. Marker are good depending on when brand. Some bleed through. Some take a while for ink to dry. Some are streaky, usually water based ones. But alcohol base markers work really well. Such as Copic Markers, but are REALLY expensive. At a good price you can get one copic for four bucks. I would recommend color pencils, cheap, blend-able, and doesn't ruin the paper.