How to use "any" in a question with "have"?

The word "any" is normal in this context and should be used. It is odd to ask "Do you have coloured pencils".

There are contrastive contexts in which it might appear, for example

I have soft pencils for sketching, and hard pencils for writing.

Okay, by do you have coloured pencils, because I have a whole rainbow.

Or perhaps

I have coloured pens and coloured ink.

Do you have coloured pencils.

In these cases the contrast is being made by the stress (indicated by the slanting letters). However in normal, non-contrastive sentences you would use a determiner of some form:

Do you have any coloured pencils

Yes I have some./ No I don't have any.