I often paint with encaustic, a medium like oil or acrylic, consisting of beeswax and damar resin, to which pigments may be added for color. It must be melted for application. Each layer must be heated again to fuse it to the previous layer. It is readily absorbed by paper, which consequently turns more or less translucent. Encaustic can be finished to a glass-like smoothness and is naturally translucent. This allows deeper layers of a painting to show through, and also causes light to reflect from pigment particles below the surface and from the substrate, so that the color appears more vivid and saturated.
I include a lot of collage in my work. Most of the papers I use are hand made, some by the artist, the rest mostly Asian in origin. Handmade papers offer a wide variety of colors, patterns, weights, and textures, and combine beautifully with encaustic, which is a natural glue and which renders thin papers quite translucent when they are saturated.
I often paint with patching "tar" (actually bitumen) for its highly light absorptive, matte black surface and a wonderful rough texture.
I use pastel for its soft color and ease of blending.
I use pigment sticks -- oil paint and wax in stick form -- for staining, blending, etc. or to rub into lines incised in encaustic for emphasis.
I paint on a wooden substrate and use strips of wood emphasize the geometry of my compositions dimensionally.