Theres a million and 1 tutorials on the net. Theres 5 main parts to painting for me anyway.
(1) cleaning & Priming:Always make sure you wash the figure etc 1st with a bit of soap to remove grim oil or dust, i just put some dishwashing soap in a bowl of hot water and give it a light brush/scrub or just use my fingers, then wash it clean afterwards. Normally the best bet for priming is a spray can or air brush of white, grey or black, light to dark depending on the finished darkness of the figure, but you can do layers of watered down paint if you wish but its not quite as good.
(2 & 3) Watered paint and straight painting: Personally for most things i use watered down acrylic paints as it leaves no brush strokes whatsoever. The only thing with watered down paint is you have to do several coats. Sometimes its just easier to use the paint straight from the pot especially smaller areas, i rarely do this anymore though.
(4) Drybrushing: To add colour but not have it run into grooves like the Dewback's wrinkles you do drybrushing. Get your brush and get some paint on it then rub the brush on a cloth/tissue your finger or whatever to get rid of most of the paint, then brush the figure using mostly the side of the brush.
(5) Gloss and inks: gloss can be a funny thing, i prefer to use spray cans as most pot acrylics are either too sticky when you finish or make darker paints dry with a white foggy look. When you gloss, you have to be very patient. I tend to do a bit of a gloss every hour until the figure is totally covered, because if you shove loads on it wont dry it will run and generally its a mess, you need to build it up slowly. Then i leave it for 12+hrs until its fully cured. Inks can be cool i use them sometimes as they add nice faint colouring to a figure but their not necessary in most cases.
Thats just a rough guide of basically what i do, theres plenty of people on the boards who know more than me and they use airbrushe's etc.
(edit) I forgot to add gradual colouring by mixing the same colour but with a small amount of a darker or lighter colour to show gradual darkening or lightening, like say the darkness around eyes but still in the same fleshy colour, or giving rosey cheeks etc.