In order of least favorite to favorite:
Mechanical pencil - I hate those things. They run out of lead faster than a regular pencil dulls (which is really saying something.) A lot of times, after I've used it a few times, it won't write anymore. The point comes out, but then it pushes back in when I put it to the paper. And a lot of the time, the eraser is where you push to get the point, so erasing uses up twenty times more lead than writing.
Pencil - Where should I begin? It gets dull so quickly, and it fades within weeks, so when I take notes with a pencil (which is what I usually use when I take notes), I can barely read it by the time I need it. The point can break off easily. It may be eraseable, but it's really hard to erase well (I much prefer white-out), and I don't know about other people, but with me, the eraser runs out before I've sharpened the pencil three times, and then I can't use it, and it's such a waste. (Those ones you put on the end are terrible for many reasons, and I don't like using erasers that aren't on the end of the pencil I'm using.)
Red pen - I'm not a big fan of the color red in the first place. And when I use a red pen, it looks like I'm correcting a test that has all the wrong answers (I also hate when teachers use red.)
Other pen - You mean other colors? Some of them are pretty.
Blue pen - Blue pens are good. Nothing much wrong with them. I just prefer black. It's weird seeing a lot of it in the same place, like something written in blue pen. I just prefer black. (I usually can't use blue to write with anyway, because they insist on using different colors to correct, and since I hate red, I use blue.)
Black pen - Black pen is the best writing utensil around (well, for me.) Pens don't fade (some kinds do smudge a little sometimes, but I don't mind smudging nearly as much as fading, because it remains legible.) Pens may not be eraseable, but as I just said, I like white-out. And I guess I just like it a whole lot.
Other - Word processor, anyone?
Computers are my favorite way to write, especially for anything longer than a sentence. They don't hurt my hand, they don't make a mess, they're easy to erase (and I can move stuff around and insert more stuff too; space is not an issue), and they don't need to be sharpened or anything.
No, I never officially left; yes, I am gone forever. I have also permanently left AIM. If you need to contact me, drop a line on LJ. Same username.