This is just a set of grungy brushes I've made using funky textures that I've been hoarding for quite some time.
Test sketches (features 6 of 16 brushes):

I use the Light Pencil, Test Pencil, and Gritty primarily for sketches, but you can do whatever you want with them. Fun Grunge Liner is great for sketching, too, if you lower the opacity or brush density.
The two Sketch Paint brushes are good for lightly shading sketches, blocking in color, value blocking, or really any other painting process. I use the Textured Erase to supplement them, since they use the same texture. Marker 3.0 is good for painting and rendering as well.
Impasto Grunge, Carpet Paint(s), wc 1&2, Test Grunge, Grunge Pastel, and Bad Blend are better for concept art than they are for traditional illustration. I'm bad at concept art, so I don't have an example to show for that.
Sketching
Painting
Concept / Test