This page is about some pens, pencils and paper I tried and their good sides, bad sides, shortcomings and so forth.
Fountain pens are the best pens when you're writing for a long period of time. They slide very easily and lightly over the paper - you don't need to press at all, owing to ink's fluidity it flows effortlessly onto paper. As a result of this, writing done with a fountain pen looks best compared to other pens' writing - unless your handwriting naturally resembles a chicken's scrawl! Fountain pen's disadvantage is that it can spill (and ink stains are not easy to get out); another disadvantage is that it quickly spends its ink, and the nib will dry up if you leave the cap off for more than a few minutes. On top of that, cheap, rough paper will soak up ink too deeply and it will spread around the line you're writing like protuberances on the sun. This goes even for some better quality paper like the one used in otherwise great Ampad notepads; but that also depends on the ink you're using and perhaps even on the kind of pen and nib. Pilot Varsity pens have ink that is a great offender in this regard.
Roller pens have liquid ink similar to fountain pens, but the ink is dispersed by a rolling action of a tiny ball. Fountain pens disperse ink by capillar action - ink flows along an opening in the nib. In effect, roller pens can be left open for a much longer time and won't clog. I haven't used a roller pen for a long while and can't say how long exactly it takes. These pens are also offenders in regard to spreading inside some types of paper, like fountains.
Gel pens are less liquid and because of that they don't need a cap - they can have a button on top of pen that hides the tip of pen. I belive I've heard that there is one or two roller pens that can do that, too, due to some design trick - maybe a thicker type of ink? At any rate, gel pens usually have a button instead of cap, except for cheaper gel pens like Uni Gelstick pens we have at work. Gel pens are the best after fountain pens, in my opinion. In fact, I prefer a good gel pen to any other for quick notes at work or for writing in subway. The best Gel pen, in my opinion, is a Zebra Sarasa model. Gel pen will last longer than a fountain pen but not as long as a ballpoint. They slide very smoothly over paper, in fact, I would say even more so than a fountain pen, but the results don't look as good - maybe that's because it slides so easily, and does not give enough 'paper drag' for calligraphy?
Ballpoint pens have the thickest variety of ink. It will last forever and a day, but you really have to press it hard into the paper. Incidentally, this is the kind of pen you'll want to use to make a carbon copy - but the quality suffers. I don't much like looking at something writting with a ballpoint, and I hate being stuck with one and writing a few pages of diary (for example). Besides, if the weather is cold, the ink will be even more viscose than usually, and it will be even harder to write. I think I noticed that writing for a few minutes will make it flow easier, perhaps because the ink will heat up near the ball - but I'm not certain. Paper also makes some difference for ballpoints - softer paper is best, especially if you have a thick stack of it. What happens is that it sinks down under and around the ball and that makes for a better grip; try chinese rice paper, it's the softest! Ballpoint will write neatly on newspaper-grade paper, unlike any other pen type.