The greatest Photoshop brushes on the internet are created by the very talented Kyle T Webster, and I'd highly encourage you go to his store and download his Megapack right now if you're serious about creating the best digital artwork you can.
My favourite 'brush' isn't actually a brush, but a pencil. I've tweaked it a bit to my own use, so it's somewhere crossed between Kyle's and my creation- an 'open source brush' if you will.
If you look closely, it looks remarkably like a pencil on paper, texture and all. You're welcome to download and use this one brush/pencil and give it a whirl. Full credit to Kyle for figuring out the nuts and bolts of the original brush.
Click the image at the top of this post to download the brush. Just download it then click on it. It'll load into your Photoshop and next time you click your 'brushes' menu it'll be there. That's it! Let me know if you have any technical problems loading it.
UPDATE: 25/8 - Kyle just came out with a BRAND NEW pencil and it's even better than this one. Go take a look: https://www.youtube.com/watch?v=XbOUk228feU