Oil pastels, paper or other surface.
Like colored pencils, the hardness of each stick contributes to a different purpose. Many artists combine different brands of oil pastels to achieve different effects.
Firm brands like Cray-Pas Specialist or Erengi are better for early layers, fine details and control. Softer products like Holbein or Sennelier can be used for later layers. They come in student quality and artist quality. I have had good luck with the cheaper Cray-Pas and Cretacolor aquastic which are expensive but worth it.
Oil pastels can be used wet or dry on any support: paper, board, canvas, glass, metal, wood. . . even rock. Some oil pastels are water soluble and water can be added for a wash like watercolors.
Oil pastels should be glazed with a fixative specifically for them. This needs to be done because they don't harden like traditional oils and can be smeared.
I like the oil pastels because they are easy to carry with me and they are dustless.
Enjoy and experiment with them. They can be very versatile.