Currently, I'm a fan of Alvin mechanical pencils because of their availability. In years past, Staedtler-Mars and Faber Castell were more readily available because of my previous life...all three of them are made in Germany. They're available in .5mm, .7mm & .9mm diameters.
Remember, that along with the lead diameter, the hardness of the lead makes a huge difference in overall strength/toughness of the lead. A soft lead like 4B, 3B, 2B, B creates a dark line but is very easy to break, while a medium lead HB or F creates a medium density line and a hard lead like H, 2H, 3H, 4H, 5H or 6H, while being very tough, creates a very light line but will actually dent/groove soft woods.
My favorite for marking wood is a .7mm in HB or F. For drawing & sketching, I prefer an H or 2H in .5mm.