Applying Shadows
I like to paint my shadow before I do my highlights. I begin by painting in a streak of my shadow mix into the folds where the shadows will appear. Don’t add too much of the shadow color just yet. As you proceed, you can add more to get the contrast that you want.

Once you’ve painted in the shadows, you need to blend them into the base color. To do this, I usually use a flat brush with slightly stiff bristles. Take the brush and begin gently stabbing at the surface, just in the areas of the folds. This will start to blend the shadow color with the base color. Be careful though, too much blending and the contrast can disappear.

Something that helps the appearance of a figure is to add shadows around the seams of the uniform. Areas like where the pockets are sewn on and where the sleeve joins the body of the jacket. This is called outlining. Most of you are used to doing this using washes. To do this with oils, just paint a thin line of your shadow color in these areas. It doesn’t have to be perfect. Then using a good “flat” brush with fairly stiff bristles that still come to a good edge, gently “push” the shadow color into the seam area. This will put most of the shadow color into the deepest area of the seam and also will cause the base color to blend down meet to it.

After finishing the shadows, stipple the paint. You shouldn’t see too many brushstrokes now but this will eliminate any that are there. But be careful here! You don’t want to blend away all that work you just did applying your shadows.(See Figures 11 & 12)

Jazza, not quite sure what your mean by "what technique" but basically a wash should look like dirty thinners/water/etc and not like thinned paint. Also I find pin-washes to be a bit easier to handle than a broad, general area wash...

Of course something to bear in mind when painting with oils, and I suppose this is a rather personal or subjective statement, is that washes aren't really necessary. Due to the long drying times of oils it is just as easy to blend in your darkest shadows. I think the works of Craig Whitaker (Mongo_Mel on Armorama.com) and Mark Bannerman (over at ML) bears witness to this.