Mainly an age-old Wacom Bamboo Pen, which is quite small indeed, although here on my gaming rig i've borrowed my brothers much bigger Aiptek HyperPen 10000U (which i believe is massively outdated by now, and frankly it doesn't feel as nice as the Wacom, but it works). Still entirely servicable though, so if you're just starting out and are on a budget, i'd recommend the smallest Wacom Intuos Draw you can get (and if money ISN'T an issue, well, get a bigger one!). Regardless of tablet size, it's going to feel different from drawing on paper (well, until you get a Cintiq), so it's just a matter of getting used to your tablet. Just remember, bigger = pricier. :v
tl;dr get a Wacom