If u want to shad I would suggest picking up a H2,HB,and a 4B pencil for best results, a normal HB will work to it just takes a little more work and it dosen't look quite as profesinal. for shadding it's all a matter of tones and such, the harder u press and direction of the lead can make or break the drawing, most of the time I go horazontily and make my way down the page(this way every thing seems to flow right)Also you should inspect you page, some of the more expensive pages are a little more course, in that case check the paper they kinda come with a grain like would does, and in that case go with the grain it makes every thing look a little less skribbly.

The main rule of thumb with shading is figuring where the lighting is, U can't have some one pitch black if he's standing beside a lamp(witch is on "duh!") shading is hard skill to pick up I would suggest practice by drawing geo metric shapes and picking a light spot on the page then draw the shadow and shad where the light isn't hitting the object.

hey look at the tutorial section...if you're talking about on photoshop cos i seem to remember some kind of shading being tutorial'd

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Ezekiel 25:17

If you want to shad free hand pencil just start hard and get lighter as you aproch the light souce.