I just finished a quick tutorial on a shading method I use. Please note that the final product in the tutorial lacks detail and fine-tuning since the only point of making this was to show the method quickly.
Tutorial is done with Photoshop 7.0, but I'm sure it can be applied to later versions and to other image editing software.
Eyana's Quick Shading Tutorial
Here's a direct link to copy and paste since the other thing isn't working:
http://eyanayohkoh.blogspot.com/2007/07/eyanas-quick-shading-tutorial.html