I can't speak for variously-coloured pencils, but I've had a lot of success with a grid-ruled moleskine (I usually went for hardcover, but after accidentally ordering a soft cover, I'm warming up to it) and a Rotring 0.5mm mechanical pencil with Pentel 2H leads.

For colours, I tend to use the Bic 4-in-one coloured pen (the one with the blue bottom and white top), though I don't bring that out often.

I mentioned in another post, but you need to try the Uni version of that Bic. I got a 3 color. I feels only slightly larger than a regular pen, and writes vastly better than the Bic. They’re more expensive in absolutely terms but still around $6.

Do you have a shopping link or SKU? I'm having some trouble finding it, but it sounds compelling!

They may be thinking of the "uni Jetstream 4&1 Metal Edition" with black/red/bluegreen Jetstream ballpoints, plus a 0.5mm Mechanical Pencil: https://www.amazon.com/uni-Jetstream-Ballpoint-Mechanical-MS... or https://www.jetpens.com/Uni-Jetstream-4-1-Metal-4-Color-0.5-...

Close. I got this one: https://www.jetpens.com/Uni-Jetstream-3-Color-Ballpoint-Mult...

Oh wow, those both look fantastic. I'll see if someplace local might carry these. Thanks for the links, both!

Why do you use 2H leads? I can't imagine writing in something so light, even HB lead is too light for me.