Besides being inexpensive and portable, colored pencils are unique because they can render not only a drawn look, but also a painted appearance. This is done by experimenting with various techniques used to create texture in your drawings.
Study the methods and works of prominent colored pencil artists. For example, Gary Greene in his book, “Creating Textures in Colored Pencil” demonstrates how to create just about any possible texture. His book is filled with examples on how to render drawings in everything from flowers, shiny metals, orange rinds, and weathered wood, to a child’s soft shin.
Practice the different techniques that create texture. Who knows. You just may invent a new texturing technique yourself that gives your colored pencil drawings a realistic rendering.