I've never tried a sponge...I like the results.

I have tried various materials .. rags, cotton, stumps...with graphite and charcoal..

@Kenny Chaffin The place where I bought the sponge from says that for environmental reasons they no longer sell art sponges made out of actual sponge (the creature). Good on them! Nevertheless, the product is made to have the same shape as a once living sponge. So, it creates a brilliant random looking speckling.

I've had two art instructors ooh and aah over them. And they don't even cost that much!