As for metal textures, i usually start off with a flat gray and then use grunge pattern brushes in photoshop with darker and lighter tones to create a textured effect. Just google "grunge brushes" and you'll find lots. It's of course also a good idea to study the dynamics of light reflected on a metal surface, there are lots of tutorials on this. For metal bolts/spheres specifically there is a technique that i could go deeper into if you want.
As for the shield, it is possible to set materials to two-sided. It will cause the backfacing side to be darker, but this is usually a benefit rather than a problem. If you don't want this, you can copy the whole (flat) shield mesh and move it backwards a bit, and use the "normal" modifier to flip the normals. This would allow you to use a different texture for the back of the shield (i do this for my roman models). I generally advice against modeling the side edges of the shield, it's better to just use planes since this allows you to use alpha textures with great advantage.
Haha, you have got to be one of the most patient people out there then! Waiting 8 years for a second tutorial, that's quite a while. I'm afraid there won't be anymore of those, though I've stopped modding Wc3, and almost can't even remember how to model it, either. I'm sure there are other tutorials out there far superior
Ah, yes. I managed to catch the flu just as i got home, so i've been knocked out for the last 24 hours. Anyhow, you can start out with this stuff, i've got some more in-depth slides regarding animation and unwrapping which i could share later.
Link 1, Link 2
Also, make sure you check out the hive tutorial section on modeling in 3ds max, they've got lots of useful material there.