Here's a little look at how I create one of my conventions sketches - this is a WONDER WOMAN sketch from Comic Con Int'l July 2014.
The sketch is drawn on 11 x16 Canson Mi-Teinte Paper. I start off with Col Erase Scarlet Red Pencil for an initial rough in and then use a Pitt XS Pen to nail down face details and begin adding value with Copic Warm Grey 1.
I use the thin black pen as it hardly bleeds once I start using the Copic Greys. At this point just more of the same tools contenting the line drawing.
Moving to the next stage of Copic Warm Grey - 2, 3, 4. I just go ahead and draw in the black hair.
I use a White Prismacolor Pencil to add the lights.
Use the Copic Warm Grey 4 6 and 8 to finish the values.
Add the whites to the background to finish the composition.
Add just a little more white to the sword to polish off.
The final scan.