The Bradgon products have a special adhesive quality not found in the chalks commonly found at swap meets. But those ordinary chalks can be used too. And don't be afraid to mix colors. I scrape off the chalks I want onto a scrap of paper and sometimes blend colors together from various chalk colors.
What I find is that chalk "sets" tend to give me colors I do not use very often. I tend to use the same tans and browns over and over. Having said that, certain green chalks help to give plastic the look of rotting wood -- very effect for the bottom edge of an old wood reefer!
Builders in Scale has a chalk set that is more oriented to model railroad purposes. I have not used it however.
http://www.builders-in-scale.com/bis/parts-sup.html
And don't be too disappointed if the first time you seal your chalks with Dull Coat or other fixitive that some of the carefully achieved weathering seems to disappear. This is a common experience. With practice you'll learn how to "over chalk" so that what survives the Dull Coat is the effect you want. The chalks adhere best to a rough or matte surface so sometimes applying Dull Coat, let it dry, THEN applying chalks, then more Dull Coat can give you the effect you want. But this can involve a build up of DullCoat that could obscure detail.
One more suggestion. Experiement on scrap or less important models before trying it out on a favorite model. Practice makes perfect with this weathering medium.
Lastly remember that chalks and gears or bearings are not a good mix.
Dave Nelson
Modeling B&O- Chessie Bob K. www.ssmrc.org