Pretty much everyone I know who's an illustrator/comic artist keeps a sketchbook of some kind. I'm a sucker for sketchbooks; I love looking through other peoples and getting an idea of their thought processes and the way they work. I'm a little hesitant to hand mine over though...! This is partly because I don't really keep a sketchbook anymore, it's more of a notebook that goes everywhere with me, regardless of whether I plan to draw in it or not.
Most of the pages are covered in black fine liner doodles, and more often than not, notes that don't make any sense, lists of things to do and websites that I've come across that I scribble down so I don't forget to go back to them (I usually do).
I'd love to be able to keep awesome Moleskine journals full of gorgeous watercolour and pen drawings but I just don't work like that. I draw a character/thumbnail, work it up in pencil and either ink it and colour it on the computer or transfer it to canvas and paint it. There isn't really much of a process to my artwork, although I often feel like there should be! I don't experiment with different materials as much as I used to, which is what sketchbooks are good for. I guess I feel like I'm more productive when I produce finish pieces rather than working in my notebook.
If anyone else has any thoughts on sketchbooks and their own working process, I'd love to hear it!