Don't n I repeat Don't ever consider XZU if you want to write with pencil. It is a hopeless feature. I guaranteed you will want to throw the phone on the wall if you tried to write more than a sentence. Scribbling short few words is tolerable.
I have commented before if I give Note2 a score of 10 for accuracy n speed the XZU will score below 2. Compared with Note3 it gets a negative 5 now.

Most pencil will work. I tested with 12 of my old ballpen n found one that can work equally as well as pencil. However after applying a SP the ballpen performance deteriorate so much I do not want to use it anymore.
There is no specially made stylus yet for this XZU. Your best choice is still pencil prefarably 2B type.

2B type is still real pencil lah !
Yes the SP reduces the touch sensitivity of the pencil
You need to write very slow to have accurate input n defeat purpose as is faster to type
SONY had failed incorporating this half baked feature.
More appropriate to use pencil for brief sketching n not for extensive writing

Of course it cannot match real life experience writing on paper. For that Note3 I would say is now very close to it.