china marker on acetate can yield some interesting textures. if you color in a large area it leaves some wax in place, some smudges, some builds up, and the area that burrns when you expose will oftentimes look completely different than the black area on your acetate, which can be exciting, if thats what you are trying to achieve. its great for furry/dirty effects. if youre after nice clean, solid lines, though, stay away from using one.
a related question, other than shapries, what brand/type of nice dark black ink permanent pens are good for drawing on transparencies? sharpies, though i love 'em are a little bit of a pain in the arse since they're not always dark enough.