Chris,
+1 on all of Rob's advice. To that, I'd add the following:
For brush painting Vallejo paints, you really need to thin them - considerably. So, get some of their thinner (looks like thinned down PVA, but it isn't). Also, Vallejo makes a "Matt Medium" that comes in the small dropper bottles and also looks like thinned down PVA (but it isn't!).
I use the small plastic paint cups that you can buy in strips with attached lids. These are the same types of cups that you get paint in with a "paint by numbers" arts and crafts picture, but a large crafts store will have the empty strip cups.
In this picture, you can see the cups I'm talking about in the upper right corner:
These are great because you can mix very small amounts of colors and save them as you complete a project. Once you're done, you can wash them out for next time.
To thin the Vallejo's, I mix ordinary water with the Vallejo thinner 50:50. In the small cups, this is 10 drops of water and 10 drops of the thinner for 20 total drops. I add 2 drops of the Vallejo Matt Medium to this. I then add 1 drop of Grumbacher acrylic flow enhancer (Flow Aide). Stir this up well.
I then add 25 drops of the Vallejo paint direct from the dropper bottle. This makes for a thin, fairly watery paint, but the Vallejos should be applied in multiple thin coats, especially for figures. But this is also the thinning ratio that I use for detail painting on my armor, as well.
Andy Evans has an excellent set of recommended Vallejo German figure colors here:
Historicus Forma:: How to Paint Splinter Cammo Keep your brushes clean as you paint. If the paint doesn't want to flow from your brush, or the bristles clump tightly together, stop and clean you brush before painting more.
A jar with ordinary tap water and a "dash" of household glass cleaner (just enough to add a little color to the water is all you need) works pretty well to clean your brushes when using the Vallejos.
I don't use acrylic washes or dry-brushing on my figures, so I can't give any good advice on that. But if you want to develope your figure painting skills, surf over to the Historicus Forma (KIt Maker Network, link on Armorama home page). I use oil paints over acrylic (Vallejo) undercoats. Oils are the "classic" figure painting medium although it seems that most guys are now using an acrylic glazing technique. Hobby enamels are now a very distant third place in figure painting media.
You'll find forums on Historicus Forma for both acrylics and oils, so you can sort of educate your self on the pros and cons. As I'm obviously biased, I'll refrain from telling you that you should paint with oils, but they do work for me and have for many, many years. In the end, it's really all about what works for you.
HTH,