Currently, in my free time, I'm working on another mini-series, much more epic in scale, which hopefully I'll show you guys in about 2 weeks. In the meantime, here's some thumbnails I made a while ago, just to show a few different ways of creating these little buggers (or at least some methods I use). Each method results in slightly different outcome, so it's good to try them all when looking for a shape you like.
v1 - silhouettes created with black marker or digitally. Since silhouette is vital to a good design, it's good to bang out some of these first, without thinking about any details - just the shape.
v2 - soft marker tip (e.g. in Copics Sketch line) is good for creating more curvy lines, with varying thickness, a bit like in comic books.
v3 - pencil is great for more detailed approach. For thumbnails, a simple mechanical pencil will do. Start very lightly and then tighten stuff up. An alternative way is to use pencil first (normal or blue) and then trace on top of it with a pen.
v4 - marker and pen combo is a nice combination I use quite often, also for bigger sketches. First, sketch some loose shapes with a light marker (I use Copic's C2 or C3) and then sketch the lines with a pen.