It really depends on the look you are going for. I'm sure there are more options, but I break it up into soft shading and hard shading. I, personally, like a more airbrushed look, so soft shading all the way. I'll use the brushes that are labeled 'airbrush' or something close to that and use the blur tool. If you are looking for a more cell-shaded look, hopefully someone else can pop in with tips.
Ends up looking like this with the method I use: