I've used crayons on my Black Welsh Mountains, I found that orange or red and green are the best colours. The yellow didn't show very well. Also if you do use crayons make sure you get the ones that match the current temperature - I think maybe that's why my yellow one didn't mark so well, it wasn't warm enough for it.
I will be slapping on raddle paint this year, as I have my own tup now (didn't want to mess up other peoples fleeces
).
I have heard of white ones....but not actually seen them for sale.
Also I'd really like a fluorescent one, so that come the dark evenings when I arrive home from work and go around the girls to check their bottoms for marks I can see them better with my torch!!