I usually work with 9x12 paper, though I'm adjusting to using 11x14. I don't like working too big, unless I'm painting. Sometimes I just use regular A4 paper.

As for pens and pencils, I have no specific preference, but I usually use anything from HB or 2B for sketching. 2h or H if I want to sketch light, so I can ink the sketch and erase the pencilwork easily.