@Liz: Sharpening charcoal pencil is even worse than sharpening pastel pencils. They break very easily. I would not recommend using an electric sharpener! Personally, I use very cheap sharpeners and LOADS of them because you need to make sure the blade is really sharp at all times...sometimes that means you can only use it for your charcoal pencils like 4 times. I then try and just sharpen the tip of the pencil on the blade, not the whole pencil if that makes sense. The 'hard' pencils are slightly easier to sharpen. Some artists I know use sandpaper or a sharp knife.
@Kayty: You have to be very careful. I don't let the charcoal dust build up on the paper and I use tortillons and cotton buds to blend the charcoal. I also use a piece of paper to rest my hand on and cover the areas I am not working on. Pastels are slightly more forgiving than charcoal. Once you've used your pencil (whether deliberately or not), you will not be able to get that area white again. A light
charcoal smudge you can erase or lift off with a kneadable eraser (I use blutack myself as it is even more 'sticky'). My favourite paper for my charcoal work is thick cartridge paper - I use Daler & Rowney (135lbs). It is rather smooth but it is what I also prefer for my pastel work although I now like velour and pastelcard (which is like sanded paper) as well. I have used Canson mi-teintes in the past (preferably the smooth side) but can't say as I like it. However, if you do, I'm sure it would work well with charcoal too!