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Just adding some information here on my pastels, at Liz Holm's request. Although I started off with a small set of Rembrandts and Othello pastel pencils years ago, I avoid sets in general,
and favor building my palette gradually as I go. I use Sennelier and Schmincke for their rich colors and application. Senneliers get used up quickly because they are smaller sticks and very soft, but I feel they are worth it. I also treasure Diane Townsend pastels, which cost more (hand-rolled), but are also worth it. All of these brands can be purchased online.
In pastel pencils I've experimented with various brands, and it also depends on the texture of the surface you are working on, but my favorites for the La Carte surface are Cretacolor and Generals, with a few Conte's thrown in. (General's white charcoal pencil and black charcoal pencil are especially nice).
Safety procedures are very important with pastel. More about safety in another post.