Copic markers are good, but they are expensive and finish quite fast - so you need to buy the refils. And if you plan on using a lot of colours you need to walk around with a case full of them.
If you really want to be able to walk around with some artistic materials, maybe you should try watercolour a bit more (dont run away from the possibilities that each medium offer)! And you can make it simple by just buying a Water Brush and a small watercolour set. That makes the whole thing quite portable. Also, you don't need expensive watercolour paper. Most of my watercolour sketches (and even full pieces) are done in a cheap A5 drawing block by Besform (only 1 dollar here in Singapore). I even did watercolour sketches in the train using these materials.
Colour pencil may have the same issue as the copic markers.