I've mentioned elsewhere that I use Canson paper a lot, glued to masonite for painting. Incidentally, around the time I mentioned that, I've mainly stopped using it. Regardless, over time I've accumulated odds and ends, which I trimmed down into mostly ~6x8" sheets, and these have been my primary paper for doing these studies. It's a good size, and insures I won't be there all day working on one thing. I've sometimes used them to do preliminary sketches for illustrations.
Not long ago, as I was running out of these extras, I picked up a pad of Canson sheets, in multiple colors, all of which were ones I'd use anyway. Canson comes in two textures--smoother and orange-peel. Since 8th grade, whenever I've used Canson, I used the smoother side, which still has a nice tooth. The orange-peel side was way too textured, it seemed, to do any detailed work on. So imagine my surprise when the Canson pad had the orange-peel side face-up in the pad. It seems that's the side they think I should be working on! Needless to say, I've taken to tearing pages off and drawing on what I now know is the "back side."
I usually carry a selection of papers with me, and a bag full of drawing tools. As I consider what I'm about to draw, I'll pull out paper and tools I feel are appropriate for capturing whatever it is. Since I'm working on toned paper (vs. always white of the Figure Drawing stuff) some of the time, I've included pastel pencils in my kit. I've been using Faber-Castell's Pitt Pastel line, which come in a full palette range and can hold a point decently well. They're smudgeable, but not so much that you are afraid to breathe on them.