I haven't ever had a problem with sketching digitally. It definitely feels better in SAI but I used to do it in Photoshop CS2. As long as its something with pressure sensitivity.
I had trouble inking digitally until I got a tablet screen PC, because doing the very detailed work would always frustrate me when I'm looking at the screen instead of at my hands. For a while I actually printed my digital sketches on paper and inked them by hand. So my experience was pretty much opposite of most people's, b. ut maybe I'm just weird like that
This is what I'm using right now:
It's a convertible laptop that behaves like a tablet when it is closed, but the screen has actual pressure sensitivity and uses wacom drivers. It is definitely not as good as having a cintiq, but since you can pick up a used one on Ebay for like $150 it's not a bad tool.
Up side: it is portable, you can travel with it and have all your art supplies and computer in one piece, plus it's cheap.
Down side: the memory is very limited, so working on large files is heinous to impossible (I work at 600 dpi with no problem but if I go higher, it crashes). The HD space is pretty negligible, too. I couldn't store music or anything excessive on it aside from my art files.
I'd pay good money for an updated version of this kind of computer with more power, but I think maybe they went out of fashion since the Cintiq became accessible, because I haven't been able to find one. I'd definitely rather have a cintiq to use with my strong desktop computer, but it's not in my budget.
Anyway, using this made inking more of a breeze. I like looking directly at what I'm drawing.