THE Photoshop Brush! 

We get asked that question from time to time. The "pencil" brush that Aaron uses in most of his videos is in this set

In this image it's texture example #7

 In photoshop when you load the brushes by default it is the 7th one in the list (highlighted in orange box) below. 


You will also want to make sure that opacity and width are controlled by pressure like these settings below:

It is actually a "pastel" brush that Aaron has narrowed down the width of for drawing.
PLEASE NOTE: This brush is NOT magic. You will need to practice just like any other brush.