When I'm going through a manuscript or script or critiquing someone's written work harshly (because they've asked) I use pen. There's a lot of crossing out and writing and generally hard feedback.
On grades, purple feels great. Purple can be correcting, but not severe. It's gentler while still conveying what needs fixed. When I get back a paper with purple on it, it feels good. I know this sounds strange, but it's true.
In legal writing, blue and black are the designated color types. They're easy to read and won't hurt anyone's eyes. Same for legal forms.