Start out with a very basic sketch. Use a carbon pencil/HB charcoal.
Use soft willow charcoal to roughly shade over the drawing.
Smooth out the shading with a paper towel or cloth.
Use 4B or 6B charcoal to start building the lines. No need to get too detailed yet. Use a kneaded eraser to add highlights.
Build up the shading some more using the same grades of charcoal. Work on the background as well. Start building the rest of the left side.
Build up the shading on the left corner.
Smooth out the charcoal using either a blending stump or a kneaded eraser. Add details using 2B and HB charcoal. The darkest shading can be achieved with 4B and 6B charcoal.
Build up the lines for the rest of the mane and neck.
Build up the lines a bit more using 6B charcoal.
Blend in the shading using a blending stump or a kneaded eraser.
Start adding details by moving from left to right. Make sure that the left side is about as done as it can be before you move on to the right.
Finish up the rest of the drawing using the same techniques.