I have a blue chalk box that I got from lee valley a few years ago, and it has a pin point on the end. I have been happy with the line it leaves. I don't think they are selling it any more, but below is a link to the self-retracting one they have now.

I have also seen the Tajima boxes that Raphael was referring to and they look good.

http://www.leevalley.com/wood/page.aspx?c=2&p=49715&cat=1,42936,50298&ap=1

We recently built a colonial frame and used fat lines to recreate what the carpenters would have used. It is not a problem if you consistently reference the center of the line. That being said, I prefer to work with a fine line, and it minimizes the visual impact of lines in the finished frame.

Whit