Werewulfs tutorial is very good, but I can lend a few very basic rules/concepts that will add depth and dimension to your skins.
1.Make sure you use pretty dark shadows around anything that is sunken into the rest of the skin.
2.Make sure you use bright highlights on anything that is protruding from the skin.
3.And when doing a combination of the two(When you have something protruding above sea level that sticks over something sunken below sea level)make sure to use black, or very close to it right around the protruding area, and white or something very close to it just inside the edge of the protruding area.