Here are a couple of pencil brushes that I made for Paint Tool SAI in order to mimic graphite pencil, to install them follow these instructions*:
-Extract the RAR into your Paint Tool SAI folder (install 7zip if you don't have winRAR).
-Run start-sai.exe to install the textures.
-Create a new "Brush" and manually adjust the settings like you see here, you could also use the Marker, Watercolor, Airbrush ...
I recommend using these brushes on A4 page size at 150 DPI and with stroke stabilizer at level 3 but use whatever you feel comfortable with.
Feel free to adjust the pressure to your taste, some press harder than others so you may have to adjust.
Change the Simple Circle to Flat and now you have a square tip shading pencil.
(*) Update if you're having issues with the start-sai.exe, download this pack and extract it into your main SAI directory (where the SAI program is), the brushes should show up automatically next time you run SAI), they may overwrite your brush list but I've put them at the bottom so unless you have any brushes there, it shouldn't be any problem. As an extra, I've included a set of "Airbrush Pencils" which are my favorite brushes in SAI.