My kids and I like to sketch together on the weekends. My older daughter and I also frequently go to a weekly figure drawing session here in LA. For me, using charcoal sticks is more fun than pencils or pens, because it's faster and I can work on shading.
The Royal & Langnickel Small Tin Charcoal Drawing Art Set ($(removed) on Amazon) has a good selection of different kinds of charcoal for drawing. My daughters are starting to like charcoal, too, so I bought sets for them. If you enjoy charcoal drawing, you should also get a white stick for highlights.
Here are a couple of my sketches: