Try this awesome 13 dollars mech pencil: Kuru Toga adv.

[Big Boar]

Kuru toga advance. This mechanical pencil has fast auto lead rotation mechanism that often provide sharp crisp lines each time you lift the lead from paper. No need to often turn the pencil for sharp lines! It's bit pricey but I think it's worth buying.

 

[Nyxnine]

That's pretty cool, what happens though when you want to use the softer side of the shaved down lead. Is there a way to prevent it from turning?

I've never heard of this before. It sounds awesome for doing line work, but maybe harder for shading.