The Ancient Battles site offers a nice article on building a Warhammer Ancient Battles mercenary hoplite unit for a Persian army (for use with the Alexander The Great supplement). The author uses a variety of painting techniques, and there are some nice photos.
Cool-Mini-Or-Not has a good article with pictures on painting non European skin tones. There are photos of the various peoples, along with virtual paint chips and a discussion of how to replicate those tones.
When you’re painting a house, it’s said that the preparation is most of the work — and that poor preparation will always result in a poor outcome. I think the same may apply — to some extent — to miniatures. A poor undercoat ruins your figure before you even start. Too much primer, too little, too slick, too grainy. There are a million ways to ruin a figure. Here’s an article on the subject of undercoats.
Grey Goat studios has this tutorial on airbrushing your wargaming miniatures.
Sean K Reynolds has written a nice piece on speed painting. The theory is that what you want to do is put 100 figures on the table, not create 100 individual masterpieces. In recent years, I’ve done much more of the “good enough for the table” figures, and far fewer of the “showcase quality” types.