My problem with mechanical pencils is that I break the lead tips constantly. I'm not the only one who dislikes mechanical pencils for this reason. In the past, mechanical pencil makers have tried to solve this problem by creating lead formulations that resist snapping, but these kinds of "unbreakable" lead have a plastic feel that's unappealing.
Last year Zebra, a Japanese company, introduced a new $(removed) mechanical pencil with a dual-spring tip that allows the lead to flex under pressure without breaking. In the video below, someone presses a mechanical pencil against a scale and the tip breaks when the scale gets to 1kg. Then they use a Zebra DelGuard pencil and the lead doesn't break until the scale gets to 5kg.