Red pen but I usually have a back up pencil incase anything happens to the pen. I've read on here the argument that you should keep the pen in the ball bag rather than shirt pocket because a foul ball could break the pen and spill ink all over your shirt.
Even better are the guys that show up to clinics with their ball bags on. At least they are at a clinic trying to get better, and it's a great place to learn NOT to wear ball bags when on the bases.