Leahy,
Actually the 'pens' have brushes also. On the outside it a pointy metal tip, but if your screw off the top, inside is a brush. I may be ignorant about my new Lexus paint colors, but I will tell you that from past cars, I had better luck using a toothpick for touching up stone chips. You can control the application better. Simply wet the end of the toothpick with paint, just wet, not a drop. Then fill the chip. Don't paint back and forth, just let the paint fill the hole where the stone chipped the paint. You may need to go back a few times to fill the chip completely with paint especially for those bigger chips.
The brushes tend to be stiff and hard to control ending up with more paint around the chip than in the chip. The pens have a metal point that is suppose to transfer the paint to the chip just like the toothpick, but when the toothpick gets 'yucky' (<--technical word), you can throw away the tootpick and get a new one. The metal tip can be hard to control flow. Give the toothpick it a try.