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Pentel Pocket Brush Pen
This is a remarkable little pen. Technically speaking, any brush pen of reasonable quality will do, but I'm especially fond of this one. It's incredibly difficult to draw with (especially at first) due to how much your stroke varies based on how much pressure you apply, and how you use it - but at the same time despite this frustration, it's also incredibly fun.
Moreover, due to the challenge of its use, it teaches you a lot about the nuances of one's stroke. These are the kinds of skills that one can carry over to standard felt tip pens, as well as to digital media. Really great for doodling and just enjoying yourself.