The best way is paper, natural media, and a scanner. It's not as efficient but if you want the effect to look really good, this is going to net the best results.
Of course, you can also follow that method to create your own brushes or pick up the work of others who have done the same (see John's links). The more you stretch the brush artwork from it's original scale, the less convincing the effect will be.
This is my workflow when creating a custom natural media brush (in Illustrator or Photoshop).
- Set up the basic layout with scale and proportions as you want them
- Print it out at roughly the right scale
- Overlay it with a sheet of layout paper (like Graphics 360)
- Experiment on a few sheets with various implements until you get the effect you want
- Scan the best results
- Create brushes -OR- just use the sketches as positioned objects/layers
That is obviously more time consuming than (1) downloading a brush set and (2) using it. But, when done well the results are noticeably improved ... and unique to your project!