Depends on what you want to do....
Regular drawing pens are great for general sketching, you cannot rub it out so your sketching will improve at a more rapid rate than with pencil, on of the advantages of sketching with pen is you often work with more abandon...
Technical Pens. For more polished fine detailed work a .18mm point Rapidograph/Faber Castell is great and produces fine lines or dots, though it is very tedious the end results can be great. Start with a light carefully drawn pencil sketch and build it up... Many examples of this medium been used, old British Birds covers are some of the very best examples of what can be achieved... I used these for years and found the Rapido graphs subject to blockage in the finer sizes, Faber Castell were great, though thats only valid if they still make them!
Mapping Pens are superb for controlled line drawings, though are difficult to use without practice. Eric Ennion was a master with mapping pen.
Bigger Reed cut/Bird Quills and bamboo cut ink holders can produce some really stunning effects, force the user to work quickly and often thoughtfully, sometimes with abandon and results can be stunning. Can easily be made yourself, give it a try, ink is cheap!
A simple paintbrushes loaded with black indian ink or washes of it, well worth a try and can produce really energetic work.
Dont dismiss the common ballpoint pen! Really versatile and can ba amazingly subtle with regard to shading and detail..
Hope this helps, feel like getting the ink out myself after that!