Kevin’s Miniatures and Hobby Table has a good article on painting rust and dust effects.
rust
Painting Rust Effects
The Man Cave has an article on painting rust effects. Lots of good techniques here.
Rust Weathering Metals Without Pigments Or Powders
Pizzagrenadier’s Wargaming Blog has a useful tutorial on how to rust weather metals with just three colors. No pigments or powders needed. The results look fabulous.
Modeling Rusty Metal
Captain Richard has a tutorial on modeling rusty metal.