If you want to work quickly, creating large blocks of color, use the side of a pastel stick. For optimal results break (yes, I said break) a stick in half and use that -- remember, even the smallest fragment of pastel is still usable.
Altering the pressure will create different degrees of texture on the pastel paper. When the side of the pastel has worn down, giving two sharp edges, it can also be used to create fine lines.
Tip: This is best done with semi-soft or soft pastels.
