Sketchbooks are where I feel most at home drawing. There is a certain art to keeping a proper sketchbook, and a serious commitment that you must honor with your book. Most importantly: You must pick one book, and stick with it. It helps if it is hardcover, as it reinforces the importance of the book as a volume of your work, and not just a place to scribble down shopping lists and phone numbers (although that is sometimes unavoidable). In general, I try to respect the sketchbook, and not debase it's content with non-art related dribble. Rhodia pads are fine for such scribbling...

I usually have two sketchbooks going at the same time, a smaller more compact pocket version, and a larger 'main' sketchbook. Starting in a blank sketchbook can be very intimidating, and I recommend slowly 'moving into' the sketchbook. Liberal use of stickers, rubber stamps and glued-in photographs can go a long way to making your terrifyingly blank empty book a fertile ground for your future drawings.