I consistently reach for pencils when creating markings and shading. Not only does the addition of a variety of pencils add depth and interest but also a personal marking that becomes much like a signature.
A simple black colored pencil is great when adding personal markings to your work. Generally these would be added at the end of creating a piece; however, this is not a hard and fast rule and should be done when you feel it needs to be.
Watercolor pencils are much like their cousin, the watercolor crayon. Create markings with the pencil, then go back and smear them with a damp cloth or fingertip.
To create depth with a charcoal pencil, simply draw lines and markings. I prefer to smear the lines with my fingertip or a soft, dry cloth. Remember, if adding charcoal to your piece, to seal it with a charcoal sealant.
Graphite pencils are a go-to when you wish to add defined lines within your collage. They can be smeared a bit to add shading; however, graphite lines are also appealing just as they are.