I have turned quite a few wood pens in the last year, and recently I tried the new multi-bit screwdriver, specifically this kit:
Mine ended up very close to the one pictured in the link. The kit is marked as 'made in Taiwan', and I thought the quality was very good. The finished screwdriver was noticeably heavier than the other plastic-handled 4-bit screwdrivers I have, and that makes for a very pleasant-to-handle driver.
I found the SS Lathe Screw Center, Tailstock Live Center, and Tailstock Chuck Arbor to be well-suited to this project.