Sharpie has a new pen called the Sharpie Micro which comes in an array of colors (over 10!). It has a fine point tip (about the same size as the typical ball point pen). The best part is the Micro is tiny - about 3.5 inches long and 3/8 inch in diameter.
Staples also carries a Mini Gel Stick pen. It's a little longer than the Sharper but a bit thinner.
Both pens are cheap. The Sharpie is $1.50/pen and the Staples Mini pen comes in packs of a dozen: $3.78/dozen (either black or colored assortment).