I just tried several pens.  Here’s what I’ve found:

• “Fine point” Sharpie, black.  This is the kind you typically use.  It makes a huge, stinky, black line that leaks all over.  Not recommended.
• “Ultra fine point” Sharpie, black.  This also leaked right through the paper, made a super thick line, and made such a mess I stopped the drawing.  Not recommended.
• Pilot Precise Roling Ball V7, Fine, red.  I really like this style of pen for writing.  These gel pens feed ink easily, the ball point rarely gets messed up, and it’s just all-around easy to use.  Unfortunately, as you can see from some of the drawings, it didn’t like drawing at a nearly horizontal angle.  Even though I can see through the side that the pen has sufficient ink and that it is reaching the pen tip, it just wasn’t working very well.
• Piolot G-2 10, black.  While excellent for writing, this pen was miserable for use in a DrawBot.
• Uni-ball Deluxe Micro, blue.  So far, this pen is AWESOME.  It seems to write amazingly well on a nearly horizontal surface, no bleeding, and it draws a very fine line of blue.  I fully intend to buy several different colors of this pen.  I believe it comes in all kinds of colors – black, blue, green, and red.  If the drawing I’m having the robot work on now turns out, you’ll get to see just how awesome this pen really is.

As an FYI, Sandy recommends:

Very smooth paper (like Bristol board) with hard-tipped fineliner pens.  In the UK he uses ZIG Millennium pens.  He suggests that Pigma MICRON pens may be a good choice for those in the states.  I’ve used Pigma Micron pens for years and really like them for pen-and-ink drawing.  They’re great on regular photocopy paper as well as serious art paper.  I would have tried a Pigma pen, but I couldn’t find any around the house.  I know I’ve got a stack of them – I just can’t find ’em.  If and when I do, I’ll update this post.