As with crayons, different quality pencils will give you different results. You can also try watercolor pencils, then brush a tiny bit of water over the coloring. As an optional step to help preserve the coloring and make it more colorfast, brush a thin layer of textile medium over the colored areas. Follow the manufacturer's instructions. Place a piece of scrap fabric over the design and press with a hot iron to set the color.
Indenting is an awesome technique that can add texture and character to your coloring book pages. First, start by either removing the page you're working with, or by inserting a rigid backing, so that you won't inadvertently add texture to the pages below the one you're coloring.