Once a page is fully penciled you should ink it. "trace" the penciled lines with the ink device of your choice. I prefer a Asian brush pen personally. I try an make sure the lines connect as much as possible so that when i begun to color its much easier. I make a lot of mistakes in inking so once its scanned I make as many corrections digitally to fix them.
Now with modern art programs many people ink, as well as pencil, digitally and that works fine. No rules here!