These are a little smaller, but a bit less expensive as well. Levenger sells both colored leads, highligher leads (wonderful - they are easily erased), and graphite leads.
The graphite sells for $8 for 18 leads, same as the highlighter leads.
I've sold a few of the woodworker's pencil to executives who want to be able to highlight their reports and then erase the highlighter later. Put a nice piece of wood and you have a super highlighter.
Check out http://www.levenger.com/PenRefill/PenRefillResult.asp
Alan