I use Prismacolor Premier coloured pencils and the Rose Art ones. Most of my colouring is done with the Rose Arts (the lead is harder and I can cover more that way), but when I blend, I go with the Prismas (they are softer and easier for blending because of that) and layer the colours on each other. A Q-tip helps with smoothing the colours out.
Ok, lol I have another Q: when I shade, it's not so blended, so how do you blend the colors, and what are you using to color. If you look at my "I'll draw your betta" thread, you can see in all my drawlings, that the marks are quite clear. Right now im using watercolor pencils.