Liz, I mainly work in soft pastels, but also use a select few pastel pencils too, I'd like to get more into the pencils though. I am finding it difficult to get the detail I want to get, using just soft pastels. They're great for coverage and fur but the fine bits are tricky.
I've just ordered a set of 36 Derwent Pastel Pencils which I have had recommended to me, so hopefully they're good. I am also on the hunt for some more hard pastels.
But my basis of pastels is Rembrandt soft pastels in the landscape selection for the bulk of my work, Stabilo (Carb Othello - I wouldn't recommend them, I hate them :S) pencils for some of the smaller bits around the eyes, a few Francheville soft-medium sticks, Coates willow charcoal for some darker areas and occasionally a touch of graphite.
I'll let you know how the Derwents go, they're quite a good price.
I'm also keen to start working on velour paper, but haven't been able to find a reasonable supply in Australia, my usual art supply online shop does supply it, but in large sheets with a 10 sheet minimum because of postage, that's getting expensive if I don't like it!