Test pencils in an art supplies store for their texture and markings. Some colored pencils will feel like regular graphite pencils, while others will be softer and provide more coverage. Pick out the pencils that match your needs.
Buy your colored pencils in the largest set you can afford. Larger sets offer more color variety, making it easier to mix colors. Supplement the large set with smaller sets or individual pencils in the colors you use most often.
Purchase several colorless pencils for blending in the texture of your choice.
Store your colored pencils in a leather or nylon pencil case small enough to hold the pencils steady. The tight fit will prevent the pencils from moving and possibly breaking the lead inside.
Keep your pencil sharpener in good shape. Replace the blade often to get sharp points and use as much of the color as possible.