When I was a kid, the above was my absolute favorite type of pen. Four colors, you could click and choose as you like; it was great.
Well, now there's an adult version:

The Crossword 4-Function features an orange highlighter, a black ballpoint pen, a pencil and a PDA stylus. It's like being a kid all over again.
[$39, Uncommon Goods]
Related: Make Your Own Pens, These Are Not Pens