It depends on what I'm doing honestly.

I use pen when I work on abstract drawings because I'm determined to create the image in one sitting with a flowing thought and it is all too easy to erase and get distracted when that option is open to you with a pencil... I also really like the way that cheaper pens shade. Without trying to being too flouncy (because honestly I don't typically 'get' art or art terminology) I like how raw the gradients can be.

If it's character art I'll use pencil until the lines are ready to be set and even then I might keep some of the lines in pencil because I want them to just be lighter than the ink for visual effect.

xD And then if I'm just doodling... It will be in whatever I have in my hand!
I don't doodle in books, though. It's an absolute crime to draw in a book.