Here’s a handy chart for converting between Vallejo and Games Workshop’s Citadel Color paints.
Vallejo model color is considered by many to be spot-on accurate for painting historical colors, but it’s so doggone expensive.
Here’s a page with information on converting from Vallejo to Delta, Folk Art and Apple Barrel Craft paints.
Jenova offers a page with a tutorial on using the blackline painting technique on your miniatures.
The idea of the grey scaling technique is that as things move into shadow, they don’t just become darker — they also become more grey. Here’s an article on how to apply that idea to flesh tones.
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.