When I had used colored pencil for my work, it was nearly impossible to get a true black or decent contrast without introducing other media. It can definitely be done, but a lot of smooth papers good for colored pencil work don't handle liquid well (ink or watercolor being the preferred add-on. You can use gouache, but black/dark gouache will always scan differently than shiny, waxy colored pencil). Switching to ink has been really good for the dramatic lighting I've been wanting to do.