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So called Fude pens are basically throw-away pens which instead of a roller-ball point have a small "brush" made of nylon fibers. The ink is provided by some kind of reservoir (either replaceable cartridges, refillable "tanks" or - for the cheaper models, the whole pen is discarded when the ink is consumed).

Of course if you want to be "proper" about ShoDo you better stick to real brushes, but being able to carry one around (so that you can practice a little when out of you home, too... or just make an impromptu calligraphy on the back of napkin) makes these pretty handy, sometimes.
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There are plenty of different models - just google for "fude pen" and you can find lots of choices.

Personally I am partial to Pentel GFKP which writes nicely, has replaceable cartridges and is fairly easy to find in Italy (it's a favourite of artists, especially for Manga-style works). You can find a review at Cool Tools.

Muji offers a cheaper, non-refillable alternative, too.