I make my comic here digitally with clip studio, but the medium I feel most comfortable with/have the most experience with is charcoal. I guess my pet peeve is obvious: it's super messy and if you're not careful, your arm can wipe away some of your shading
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I got a black eye once in high school, and after leaving art class and working with charcoals one day I had a friend look shocked and ask, "you got another one??" I didn't notice it had gotten all over my face 
I'm also a big fan of ball point pen. I have literally no complaints about it except maybe that you can't erase?