Pipestone (catlinite) from Pipestone National Monument in Minnesota makes a good pen, but not particularity attractive. It is hard enough so it doesn't easily scratch from fingernails, but soft enough to turn. Black soapstone (steatite) is used in countertops, it is a little harder and also makes a useful but boring pen. I've been told that the hardest black steatite comes from Quebec, but I know that some countertops are made from Brazilian Black soapstone. Search for black soapstone and you will find sources.
The two problems with steatite pens, other than dulling your band saw blades, is that they easily crack in assembly and the stone is so soft that it will get scratched under the clip.