I realize you meant no harm, CJ, but I do think it is inappropriate to link to a website that competes with stores, like mine, selling the same product.
Faber-Castell is a bit of a step up from Crayola and the many of other products coming out of China.
The dominant brand in the U.S. is Primacolor (made by a company called Sanford). They have a rich, waxy texture. Available in sets or, in many art stores, in open stock. They have a retail price of about $1.50 each.
A British brand is sold under the name of Derwent. They are, to me, a bit less waxy; a little gritty. About the same price as Prismacolor.
General Pencil, in business since 1889 or so has a mid-priced range that isn't bad.
What you are paying for as you move up is the quality of the pigment that makes up the color. Light-fastness and brilliance.
The watercolor pencils that were mentioned above are really cool. So versatile.
If you drop a colored pencil, that is bad. The "lead" is very soft and it will break internally. Whenever you go to sharpen it, it will come out in pieces.