Oh yes, the paper! Duh, I hadn't thought of that. Could you also use charcoal for the very dark bits? Or would that look different to the pencil.
Charcoal is great, I especially like the charcoal pencils which come in 'Light' 'Medium' and 'Dark'. I find it best to use a paper with a little more tooth for charcoal, so you lose a slight amount of the finest detail but get a more loose drawing which I like sometimes.
I experimented with charcoal and pencil in the same picture below. The horse is charcoal and the rider pencil. Personally I wasn't too keen on the result.
It looks OK here but in real life there is a reflective sheen to the pencil whereas the charcoal is matt finish, which grates a bit to me.