You don't need any other tool than the brush for shading... Just paint your base colour (I usually cover the entire surface with a dark tone of the colour, except eyes, nose, mouth etc. so it wraps correctly, and then go to lighter tones... but that's up to you really)... So, set the opacity lower than 100%, because it works best with low opacities giving your skin a smooth look... And continue until
you are satisfied

Hope that helped, and don't forget: NEVER use Dodge and/or Burn, nor Smudge... I've seen texture artists that can use it, but I doubt you can control it in such a way like them... oh and visit Wc3campaigns.net for more skinning tutorials