Coloured Pencils
Colored pencils differ in pigment content, hardness, binder and lightfastness, so the same pressure does not give the same result for every pencil.
Wax, oil and watercolor pencils
Soft cores deposit color quickly and mix well; harder cores keep details and a sharp point. Watercolor pencils can be used dry and then dissolved with a little water. For work on display, look for lightfastness information per color, not just the set as a whole.
Building layers without filling the paper
Start with light pressure and work in multiple directions so that the paper structure fills evenly. Use a smoother sheet for details and more tooth for many layers. Test solvents, blender pencils and burnishing first: they change the surface and sometimes limit how much extra pigment can be added.
Also explore Pencils · Paper · Cases & Storage for compatible materials and the next step in your project.