There are quite a few different makes of pencil crayons or coloured pencils available. The blendable pencils are preferable and ideally the pencil lead should be soft enough to be easily blended and yet hard enough to be able to sharpen without breaking. You will need to invest in a really good pencil sharpener as the pencils need a sharp point!
After a quick Internet search I have found that the main brands available in the UK pages are Derwent, Faber Castell and Caran D'Ache. Artists seem to prefer Faber Castell as the poll on the following web page shows.
Faber Castell polychromos have a large range of colours and they last quite well however they are expensive. FC also make a pencil called art grip which is cheaper blends really well and the leads do not break so easily.
Please comment if you have found another pencil superior as these are only the opinions and short experience of a beginner.