When sketching, I find it really helpful to use several different pencil hardnesses.

Of course you definitely don't have to use different pencils for your drawings. Just a regular HB is just as great. But sometimes adding more variety can put some interest in your drawings.

I usually use 4H for the base sketch. This consists of simple shapes that kind of outline where the parts of my character will be located.
Then I use HB for the general details.
Next I use B for defining those details more and then 3B for the heavy outlines and shadows.
Here are some more close up examples: