Photography is a good medium for me. As for drawing and the likes of that, I prefer an HB pencil. One of the classes I took last semester required a sketchbook, and he recommended a few types of pencil, but I just liked the HB a lot.
When I'm at home with more stuff at my disposal, I like to experiment with non-traditional mediums. I've done paintings with dish soap, food coloring, paper towels, dirt, charcoal (not the stuff you buy- what you've burned yourself), fruits and vegetables, cardboard, wallpaper (off the wall, naturally)... and the list goes on. I'm not saying I'm some sort of revolutionary artist, as most of them turn out to be crap, but sometimes you get something truly amazing.