One sort of pen I quite enjoy is the Staedtler Liquid Point #415.. I think they are extra fine (it's not marked on the pen). They are relatively cheap, and are great for laying down lots of marks very fast. The ink can be worked a bit with a brush & water for interesting tonal effects, at least until the ink is thoroughly set. I usually use them on a reasonably good drawing paper, like Strathmore 80lb; they do tend to block on paper with a looser surface.
Some examples are the drawings on :
http://www.gammarat.com/Drawings
if you click on the images, it'll bring up higher resolution versions, in which case you can see the sort of marks the pens are good for.