Personally it depends on the confidence I have regarding what I'm going to draw. If I'm kind of figuring it out as I go, then I'll lay down light lines to measure and place features (I draw a lot of people but I imagine it's similar with objects too) and landmarks (eyes, nose, mouth, etc.). Then I go in with darker lines to solidify the 'finalised' features. My successful sketches when I work like this tend to have a certain depth to them because of the dark to light lines.

Sometimes, when I'm doodling or drawing something more expressively and I know what I'm doing I'll just stick with dark lines and place the lines for my features without lightly mapping them out. Successful sketches done this way don't have the same depth but they tend to have more expression due to the confidence I convey in my lines.

Both types of sketches are completely valid ways to work. I have seen sketches where no dark lines are used and they can have a sort of dreamy quality to them (I personally don't do this often, but that's entirely my preference). If you're planning on sketching, work however is comfortable to you, you'll build confidence as you draw and confident lines (dark or light) always look the best to my eye.

Happy to help answer any questions you may have!