Some tips
Just some tips on shading and softening. I use Paint Shop Pro 7. I don't know if the tools are the same on the program you use. It might be different.
This first one is Darken/Lighten RGB. The effect gets stronger the more times you apply it. This is great to combine with the airbrush tool when it comes to shading. Just remember to adjust the size of the brush, as I've used a fairly large brush here. ;)

This next one is Dodge/Burn. I've come to enjoy these tools more now. Try not to "push" too hard, just go over the colors lightly. Less is definately more :D

The next image shows the 2 softening tools I use. I never got the gaussian blur to work.....

Most of all, don't be afraid of playing around with the settings. You really can't go wrong! Play with transparency, colors, adjust brighness, hue/saturation/lightness, color balance....you can play with anything! The fun part for me is using patterns. I experiment all the time, to get new variations. :D
Please let me know if there's anything you would like to see in the tutorial-department. I will do what I can. ;)