Your link looks like it started off as a scan. Sketch with blue pencil, go over with sharpie etc, and scan. As forementioned, the pen tool, once learned, can make amazing VECTOR lines. (lines that use math and don't lose quality with resolution). I struggle with clean lines too though, i often just get lazy and draw in photoshop with a default brush.
I agree, probably just a small brush on the hardest setting in photoshop. Also possibly drawn at twice the finished size and then flattened and reduced by half before saving for web.
I don't know if this was made in Photoshop. I'd like to know how do I get smooth and crisp lines, like those in the image above, in Photoshop or SAI.