We used to do a series of tutorials 'round these parts, which you can access here or here.
Since this came up in the contest thread, I just want to point out that anyone at all is more than welcome to put together one of these. Write it up however you like and email it to me, and if it seems like something helpful I'll post it.
If you'd rather not be that formal, I'd definitely encourage you to post them on the "Tips & Tricks" forum. That's open to anyone who's registered and you can do it up however you like.
How to Highlight/Shade
Please feel free to add or correct anything I missed. If you have any new techniques on the subject, by all means, please SHARE!!!!
How do you make the eyes glow?