Over at MacPhee’s Miniature Men, there’s a tutorial on painting a Roman Legionary with craft paints. While I’ve found the craft paints to be of varying quality, they DO have the advantage of being very cheap compared to the Games Workshop, Vallejo and other “miniatures specific” paints.
The Tabletop Titans site has a photo tutorial on inking miniature wargames figures. Inking is a great technique — actually a great time saver.
Hot_Lead has a tutorial on a faux marble painting technique. The green marble column example is really amazing.
A. Imrie has an extensive set of tutorials on painting figures with the non-metallic metals technique.
Here’s an interesting concept: highlighting figures in fluorescent paints. It looks like it works well for fantasy and science fiction figures.