A few tips
--Try using a paper blender to blend pencil shadings. Use sandpaper to sharpen your blender. Remember that applying pressure with a blender leads to darker shading.
--Be sure you have the proper paper for your type of medium. If you use charcoal, markers, pens, or colored pencil, use thicker, anti-bleed paper. Pencils also work well on thicker papers.
--Try using a kneaded eraser from an art store. They erase much better and leave clean paper than using a drugstore-bought eraser. It's well worth it. =D
--Buy different types of pencil. Any pencil marked with an "H" or "F" is lighter. Any pencil marked with a "B" is darker, with 9B as the darkest and regular B as the lightest.
--When you are first outlining, use lighter boldness pencils, like F or 2H. Then you can later go over those lines in a darker pencil once you are sure the lines are just right.
--Buy an art spray called "Workable Fixatif" by a company named Krylon. This spray prevents smudging and you can still draw over it. I use this spray when I finish and am happy with my drawing.
Products That Are Good To Use
Here are a few products I use. I have linked them to the Dick Blick Art Materials Website so that you can see what they look like. A lot of art stores should carry these products.
Derwent Graphic Drawing Pencils
http://www.dickblick.com/zz203/11/
These have a good variety of boldness and softeness, and blend very well.
Prismacolor Colored Pencils
http://www.dickblick.com/zz205/08/
I have a set of 72 and I bought other color pencils alone to get exactly what I needed. Prismacolors are awesome for blending and they are soft, so they color very smoothly. I recommend these to anyone, beginning or advanced.
Strathmore Drawing Paper
http://www.dickblick.com/zz102/06/
I use this paper because it is very versatile, whether I'm using pencils or colored pencils. I would suggest buying a pad of 11x14 inches and 50 sheets to start. Later you can buy pads according to the size and medium that you want to use.
General's Factis Extra Soft Eraser
http://www.dickblick.com/zz215/08/
This eraser is the bomb. I bought three at a time. It makes only a little crumbs, leaves a clean area and can erase all shades of drawing pencils, pastels, and even charcoal.
Blenders
http://www.dickblick.com/zz229/43/
http://www.dickblick.com/zz205/08a/
The first link shows paper stubs that blend regular drawing pencils. These work well, and you can sharpen them by rubbing the ends on sandpaper. The second link shows a colored pencil blender by Prismacolor. I use this one a lot, too.
Krylon's Workable Fixatif
http://www.dickblick.com/zz217/03b/
This handy spray allows you to work over it, but prevents smudging. I suggest spraying this at the very end of your drawing - erase any and all smudge marks first, then spray a healthy coat of it outside or in a well-ventilated area. Let it dry, and you can still draw over it.
Hope that helped anyone looking to get started. Remember, everything takes practice and art is no different.