Depends on what you want to achieve with your drawing.
Charcoal is really good for blending and shading.
You can use your finger to blend things in.
Charcoal tends to get very messy, but if you don't mind that, it can be alot of fun to work with.
Try both the williow sticks and the compressed kind and see which one you like better. (The willow is extremely fragile)
Also try charcoal pencils
Graphite pencils create very smooth, shiny drawings.
You have more control with these pencils in terms of fine details.
These are really great for making realistic drawings.
You can still achieve a good range of lights and greys with this pencil.
But if you want to add in a really dark area into your drawing, I usually use Conte.
It's not as powdery as charcoal and you can get really good darks out of it.
Hope this helps