1. Mechanical pencil lead gets old. I expect $100 mechanical pencils are filled with lead, then sit on a shelf for years before being sold. The same goes for anything you dig out of the bottom of a box or buy at an office supply store. Empty that ancient lead and throw it away, then refill it with some new name-brand lead from a store that sells a lot of lead, like Amazon.
2. Know the H<-->B scale. H stands for hard and means a lead that will be hard to break, but also does not mark very darkly. A #12H might be the hardest lead I have ever handled. B stands for bold and means a lead that marks very darkly/boldly but is easy to break. A #12B might be the darkest lead I have ever handled. Between a #1H and a #1B, we get the old HB (#2) pencil we all used in school.
3. Big and thick leads do not have to draw dull, wide lines. Most mechanical pencils that come with thick leads also include a sharpener to sharpen those thick leads down to a fine point. Then you scribble on a piece of paper until you get what you want. It is possible to do calligraphy with a thick mechanical pencil whose lead has been shaped by scribbling
I am not making any money off any of these recommendations, but here are my favorites:
1. Buy a package of metal 2.0 mm or 2.8 mm mechanical pencils online that you like the looks of. There are many sizes (0.3 mm, 0.5 mm, 0.7 mm, 0.9 mm, 1.3 mm, 2.0 mm, 2.8 mm, 5.6 mm, etc.) but 2.0mm is the most common size for colored mechanical pencils and I love my 2.8mm pencils. They have come a long way since we all had 0.7mm plastic Bic mechanical pencils in school.
2. Instead of a mechanical pencil, buy a box of Tigonderoga World's Best #2 wooden pencils. They are truly the world's best, but not by as large a margin as they had 15 or 20 years ago. It seems patents are expiring and other companies are catching up. Just avoid boxes in office supply stores that have all the leads broken; buy them online from retailers that move a lot of inventory.
3. Try Crayola Twistable Pencils. A 50-pc assortment is available for less than $15 USD online before S/H and sales tax. They look like kids' toys, but they are the best feeling pencils you can buy. 2.0mm pencil leads that fit these are commonly available online. These do not include erasers and are not erasable. Also, the lead colors do not exactly match the colors on the outside of the pencils.
4. If you want erasable colored pencils, avoid mechanical ones and go for Crayola Erasable wooden Colored Pencils. A 50-piece assortment is under $13 USD online before S/H and sales tax.
5. Try an Cap-O-Matic Space Pen. Then buy exactly the color and thickness of ink refill you want for it. The ink refills are replaceable. They might even make refills for your favorite pen.