...of which you speak?
In Sweden, we use pre-printed ballots; the way you indicate your preference is by picking the one with your party's list of candidates printed on it. The parties pick up the printing cost.
OK, you could always strike out any particular candidate's name, if you didn't like sh/he/it, or write your own preferred list on a blank paper with just the party's name on it (or a totally blank one, if your party didn't have any pre-printed ones at all), but that is kind of the exception or special case: For voting a straight party ticket, no writing implement whatsoever is needed.
(And I think, though I'm not sure at all, that in case you do use one, it's supposed to be a pen, not a pencil.)