Obviously the most subjective and difficult part of a drawing.  I can't teach you how to shade - you have to figure it out for yourself through trial and error - but I can give you some things to think about when you are shading.

Value:
Value is an artistic term referring to how dark or light a color is.  If you squint your eyes and look at something, the dark and light areas (or the lack of dark and light areas) will stand out.  It is important for a drawing to have a variety of values, from the very light to the very dark.  It will make for a more three dimensional appearance and be easier for the eyes to process.  Value is obviously very important for pencil drawings, since it is a monochrome (one color) media, but it is just as important for color artwork.  If you used a variety of colors but a narrow range of values, the effect would be flat and difficult to interpret.  Value contrasts make the artwork jump out - they add visual interest.  A good example of this can be easily seen in comic books, which often use clever lighting and color schemes to create effects.

Whatever your media, be sure to take advantage of the full range of values.  Try not to use the same value for the majority of the piece.  Learn to balance your values (especially with ink drawings, where all you have is black or white) visually so that they add to the flow of the composition.  Keep values in mind when you work on a color piece.

Example: To the left is a watercolor piece in color, and to the right is the same section converted to greyscale.  Notice that even though you can't see the colors, you can still tell that her tunic and her shawl would be different colors.  It's the differences in value that make the piece seem three-dimensional and make it more alive.  Be sure when you are coloring to pay attention to value, otherwise your piece may look flat.

Definition:
There are basically three ways to define (draw) an object, be it a face or a cube.  One is with lines, two is with shading, and three is with both lines and shading.  Lines can be good . . . and lines can be bad.  The truth is that in real life, lines don't exist.  If you do see something you interpret as a line, it is actually a narrow strip of a darker value.  Lines are something people invented so they could be lazy with their drawings.  Don't get me wrong - I like lazy.  I am lazy.  I just understand that I am defying reality when I draw something with lines.

Defining with lines:
Lineart, obviously, and ink drawings are forced to use the line to draw an object because there are only 2 value choices, black and white.  Middle values have to be suggested through cross hatching (more lines) or stippling.  It's a clever optical illusion to draw something in ink and give the impression of form and value.  It takes much practice and skill, and a steady hand.

Defining with shading:
Here's how we really see things - defined by differences in color or value.  No lines.  This is probably how your art teacher will try to get you to see the world.  Media like oil or acrylic paints force you to work without lines and focus on color and value.  In fact, any media that has the capacity for a range of values can be treated this way.  Try it sometime.  It can be a great challenge, especially when you work straight from imagination.

Defining with lines and shading:
Here's where you will find comic art, anime, and most drawings.  First you draw the lines, and then you fill in the values.  It seems pretty obvious, and pretty standard.  Try freeing yourself from those lines - they often allow you to get sloppy with your shading and values.  Treat your pencil like a paintbrush.  Make your sketches as per normal, but then transfer the important lines to another paper with very light strokes.  Shade your drawing as you would a drawing from life, with no dark defining lines.  See how much more important values become.  :-)

One method isn't necessarily better than the other.  All three have their challenges.  It's important to understand all three - it will make you a better artist and allow you to look at your drawings in new ways.

I like black and white and greyscale medias - that's no secret.  B&W has a great simplicity and purity about it - the form and value shine though.  I think that too often artists jump to use color because it's, well, colorful.  It catches the eye easily, simply because it is color.  Some artists seem to think that their sketches will automatically be better with color - as if a crummy sketch can magically be transformed into a better one with some prismacolors.  Doesn't work that way.  Don't fall into that trap.

B&W medias will give you a good grasp of value and allow you to pay attention to perfecting your form and style.  Get your basics down before you start messing with color, and when you do color keep in mind all the stuff you learned when working in greyscale.  If people hassle you to work in color instead of B&W, ignore them.  B&W is every bit as challenging as color - moreso, because you are working with a limited palette.  Don't make the jump to color until you are ready for it - your artwork will thank you.

Yet another use for your mirror:

We've all done it.  You stay up late working on a drawing and you think it looks spectacular.  You put your sketchbook aside, go to sleep, and in the morning you take another look at your wonderful drawing and WHOOPS! you suddenly discover that it looks like crap.  How could you have missed those proportion mistakes, or the shading problems, or the misshapen features?

When you are drawing it becomes easy to fool your brain into 'adjusting' the drawing, instead of seeing it clearly as if for the first time.  As artists we are subject to a kind of blindness about our own works.  We can never see our drawings for the first time, so sometimes we miss obvious mistakes or we can't figure out why something doesn't look right.

You can trick your brain into seeing your drawings clearly.  Just look at your drawing in a mirror.  The brain doesn't 'adjust' the reversed image, allowing problem areas to jump out as if you were seeing it for the first time.  It's a good idea to check out your drawing in a mirror several times as you work with it, to make sure you aren't overlooking something.

You can get the same effect by looking at the back of your drawing when facing a light source, like sunlight or a lamp, or placing it face down on a light table.  You can even scan it, and then flip the image horizontally.

Who knows if this will be of any value to anyone - I don't even follow my own advice, so I can't really expect anyone else to take it seriously.  If I could write a letter to give to myself when I was 10 or 12 and just starting to really focus on art, this is what I would say.

Get the best art supplies you can afford, or trick your parents into getting for you.  Can't say that enough.

Don't get upset if you screw up, or if something doesn't turn out.  It happens.  The important thing is to learn from your mistake and keep going.  If you think you can do a better job on a piece, start over and do it again.  You'll be happier with the result.

Don't expect something to turn out the first time.  Don't give up on the first try.  Often, the finished piece will turn out better if you try several different approaches.

Don't allow yourself to dwell on how many people's art is better than yours, or how crummy you think your art is.  Negativity only leads to depression, and depression sucks motivation, and pretty soon you won't want to draw at all and how can you expect to get better with that attitude?  You can't.  Instead, try focusing on why someone's art is better than yours.  If you can figure out why, you can apply it to your own artwork and learn from it.

Practice.  Practice-practice-practice.  Draw on everything.  If you can't draw mouths, try drawing an entire page of them.  Draw on your notes at school (especially if you don't have to turn them in).  I don't recommend drawing in a moving vehicle, but it's been done.

If you must copy someone else's work, always give credit where credit is due and be honest.  Don't steal from your fellow artists.

Be thick skinned towards your own work.  Look at your drawings with an honest eye and note both good points and bad.  Learn to accept criticism gracefully, even if you think the critic is full of crap.  It's just their opinion, and it has only as much value as you give it.  Take the opportunity to learn from each new drawing, so you will improve with your next.

Don't stop drawing, for any reason.  Take your talent as far as it will go.  Art is a personal experience - it's all about accomplishing something for yourself, and if other people happen to like it as well, great.  Don't place too much weight on anyone's opinions, or let others discourage you.  Don't change your style because everyone else says you should.  Draw what you want, as you want, and don't ever stop.

Accept the fact that no matter how good you get, there's always going to be someone better.  It's just a fact of life.  Don't allow yourself to get a stuffed head or become smug in your talent.  Everyone can learn.   Everyone can improve.

Don't place too much importance on taking art classes.  Taking an art class does not make someone an artist any more than taking a P.E. class makes someone an athlete.  An art class can teach you what technical terms like "value" "negative space" or "complementary colors" mean, but you can learn that by reading a book.  Good art classes can be very helpful - the chance for group interaction and encouragement is a definite bonus.  Plus it is time devoted solely to your improvement as an artist - another good thing.  On the other hand, bad art classes can be creativity-sucking bottomless pits of boredom where the teacher tries to squish you into the same mold as 30 other students.  Be prepared for contour drawings, self portraits, and still life galore.  Either way, you will still have to keep drawing and sketching on your own.  If fantasy is your forte, be prepared to leave the sword and sorcery at home and muster excitement for drawing coffee pots and flowers and your fellow students (who don't hold still).  I have had good art classes and bad art classes which I believe had a lot to do with the teachers.
 

Good points for art classes:
get a chance to try a variety of media
get feedback
learn basic terminology
forces you to think differently
makes time for art
teaches you to look at things

Bad points for art classes:
can stifle creativity
stupid assignments
can make art a chore instead of something enjoyable
drawing still lifes . . . yay . . . (in other words, self-taught artists who have been drawing for years find themselves given beginner's assignments which hold no challenge)
anytime you are graded on art there is the risk that the teacher simply won't like your style and give you poor grades.  Art is subjective.
fantasy themed art, comic book or anime styled art isn't taken seriously and discouraged


To sum up my little essay, if you can find an art class that encourages creativity where the assignments are flexible enough to challenge you (or you can find inspiration in still lifes) and the teacher gives you good feedback, it can be a terrific artistic experience.  On the other hand, there isn't anything taught in an art class that you can't learn on your own by reading a few books, some careful observation, and perhaps partnering up with a fellow artist for feedback.  Spend a few hours wandering through Elfwood and I guarantee you will learn something if you look.

Making a webpage and posting your art online or joining Elfwood or some other online gallery can be a great experience.  It allows a wide variety of total strangers to see your artwork and can open up a whole new world of opportunity.  Be careful, though, because some people see nothing wrong with taking your artwork and using it for their own purposes - even passing it off as their own.  Be sure to put your name clearly on the image, even overlapping it on the drawing to prevent someone from removing it.  You can do this with Photoshop or any graphical program.  Just don't get carried away and allow your copyright info to cover up important detail - if the info is the first thing people notice instead of the drawing, you are doing something wrong.  It should be subtle, yet effective.  Remember that your art is copyrighted the moment you sign it.  If you post art online, just accept that people will steal it.  Some will be nice and take the time to ask permission to use your art on their webpage or for a character drawing - be gracious.  Most will be happy to include a link back to your webpage or with your email, so others can contact you.  This allows you to gain more exposure as an artist, and that can be a very good thing.  I could write a whole thing on scanning and webpage creation and whatnot, but I don't have the time.  If you want more details, email me.  Needless to say, this webpage has been a great thing for me.