Drybrushing: This technique is simple to do, though I recommend a brush that's no longer good for any purpose. Myself, I currently have a small square-bristle brush and an old liner. The reason for using old paintbrushes is because dry brushing not only curls the bristles, but in time, it wears the bristles down to the metal.
This technique is good for highlighting and easily picking out details. What you do is coat the tip of your brush. Next, on cardboard, papertowel or some kinda paintsurface, you gently brush the paintbrush on it until the paint either comes off very lightly or not at all. Take it to your mini and gently brush it over the spot you wish to drybrush. Gentily will allow for you to make sure there isn't alot of paint on your brush, which can screw up paint jobs. If no paint shows up on the mini after this, you can brush harder to get the paint on the mini.
Caution: Don't over drybrush.. not only will it quickly cover detail, it will start to clump, depending on your paint(I use craft Acrylics) and begin to lift away from the mini.
Experiment once you get the hang of it to discover different techniques that work for you =D

Inks & Stains: I'm still experimenting a bit with theses... making the perfect ink is still something I'm not sure about.. I go by ink-hue and thinness. I'll get to that in a moment.
I use inks to fill in cracks with a darker shade, to bring out lines 'n whatnot. Using inks, as opposed to hand painting all the cracks, saves time and frustration.
To make, I dab a bit of water into my paint tray then slowly add some paint, till it's still dark, yet very watery. Next, with a thin brush, I load up and dab it where I want to darken. The ink will run into the cracks and everything, though paper towel is handy, for dabbing up excess, since inks are like stains and can discolor you mini in unwanted spots. Repeat inking may be required to achieve darker lines.

Stains, sometimes called washes, are mixed the same, though with more paint in the water. Again, papertowel is handy, for blending in this case. Stains work best on light surfaces and can be a different method of shading. They also work wonders in giving your minis a different tint. The Wolfen Zombie 1, in my gallery, was given a brown stain on his skin bits. I painted the skin a dark yellow/dark green mix, highlighted with dk. yellow, and the brown gave him a more decayed look I was going for, as well as dirtied him up a bit.

Dark Metal: This advice I took from the little painting guides that came with old Ral Partha minis. What you do is simply mix black and silver together until you get a hue you like. Paint your metal area this color and it'll dry to look nicely like metal.
An additional thing you can do is, when it's dry, drybrush with silver.

Rust: Want a rusty look to your sword or armor? Merely give it an orange stain and dab it off with papertowel here and there. Repeat as needed for a mildly to majorly rusted piece of metal.

Whistling: Isn't recommended, while painting, for the simple reason that it 'helps' your paint dry before it reaches your mini ^_~

That's it for now. Have any questions? Or suggestions I may have missed, then feel free to contact me and I will add some tips, if I can.