At this point, we're going to assume that you've seen the effects of a typical prefab sketch filter - one that boosts contrast in an image and introduces a repeating distressed tile effect, emulating pencil effects on paper in the most horrible way imaginable. Such filters don't recreate anything like authentic sketch effects. Trust us, there's a much better way of doing things. When you draw on fibrous paper with a pencil, you have so much more control. You can press lightly and apply less lead. You can use a dull or sharp pencil tip. You can draw thick, heavy lines, or light, sharp lines. For authentic sketch effects in Photoshop, there really is nothing quite like doing it for real.
This is why, rather than rely on a prefab filter effect, we're going back to the drawing table for this tutorial. While some may argue that Painter's natural media tools, combined with a pressure-sensitive tablet, can deliver the goods, drawing for real still has its advantages. Hold up a piece of onionskin paper and look at the fine random and fibrous texture within it. Draw a few lines on it and look at how different each stroke is from the next. Even the best software can't recreate such real-world complexity.