they're all for different purposes. I tend to not use markers because they leave coloring marks (lines where they're colored?). I LOVE colored pencils because the coloring marks don't show up much and they're REALLY easy to blend if you mix the colors over each other. I don't really like crayons much because of the wax.
As far as colored pencils you can't beat Prismacolors but get them with a coupon- they're EXPENSIVE!
Are you going to use them for journaling or for coloring in stamps or other things? For journaling I use markers..forget the brand but I got them at J's with a brush tip on one end and a fine tip on the other. I love these and they weren't too expensive.
For coloring in stamped images, I love my Staedtler colored pencils, with my zig blending pen. For journaling, I like using Zig or American Crafts pens. For doodling, I love Sakura Glaze or Sakure Souffle pens. I guess I'm a bit of a pen junkie.
Not sure what you want to use them for but don't forget some chalk. When I first saw chalks I thought I don't really need these BUT when I finally got them I realized they are FANTASTIC for fixing mistakes. With a few q-tips or makeup applicators and a eraser you can really control the amount and placement of the color. And there are other special effects you can use them for. Like just the other day I saw the suggestion to use them to add a little color to journaling strips.
Chalks may be considered a little "old school" but even if you only use them to repair mistakes (like when a little section of a pattern paper comes off and you want to tone down the exposed white core) they are well worth it.
Check out the superstore for other brands.
I should mention when it comes to adding color I grab colored pencils and/or chalk (Cause you can erase it).
When it comes to adding black, grey, white, silver, or gold I grab markers or pens.
I can't afford Prisma either, but I have found that Crayola color pencils also work pretty well. I would advise staying away from crayon. Yes, crayon does have some nice uses, but it can also leave its waxy color on your page protectors. I like using washable markers, but only when I actually intend to bleed the ink with water, and that is done long before placing it in a LO. I also like to use acrylic paints and water colors. I don't actually have any chalk, that is one of those things that just seems to remain on my "one day" list.
If you do want to use crayon, and you do not want to worry about the wax, then just scan it and used the scanned copy in your LO. Save the original for a later use. I consider these my personal graphics. LOL. And since my kids sometimes want mommy to color with them, well...lets just say that coloring book items can sometimes wind up in my LO's.