Coincidence! I have just begun using other colours to shade rather than greyscale :)
I've only recently discovered the overlay option, that made things a lot easier...

For traditional or digital art? <:)

Either! I struggle with both, haha

Haha OK. ^_^

For digital, what's helps me with shading is simply shading with a darker shade of the color you want shaded.
Use the eyedropper tool to take your original color and get a decently darker shade of said color.
Then decrease brush opacity to about 50% or lower, depending on how much shade you want.
For normal shade, go with 50%. For light shading, go with 25%. And for very light shading, go with 15%. <:)
From there, mostly on very light shades, you can overlap the brush stokes and get the shade that you're happy with. ^_^

For traditional, it's all about pressure.
Depending on how dark you want the shaded area, it's as simple as the pressure you use for your pencil.
Also kinda' depends on what kind of pencil you use, like the softness of your lead (softer lead, darker color)

Fair enough! I prefer to use a separate layer for shading and use a single colour, due to some characters being quite complex with markings and such. I don't do much soft shading since it looks weird with my cartoony style, so that's certainly something I should work on :)