There's a new iPad coming soon which breaks the mold. Unlike most thin pen style styluses, the Scribbly was designed with a fat marker in mind. It's quite thick and it even comes with a cap. It's due out "soon", with a retail of £10.
What I find most interesting here isn't the stylus itself. I'm watching the rise of the iPad styluses in the tech blogs. There's more styluses lately, and they're gradually getting more attention. I think that says some interesting things about how people want to use their tablets.
A stylus is about as far as you can go away from the multi-touch gestures of an iPad screen without actually using a keyboard. It's a rejection of the new touch methods in favor of the tried and true usability of a pen.