I think shading is something that comes with practise, but if I were to think of a couple of tips I would say:
-Being right handed I always shade from left to right so I don't smudge what I've just done
-I shade section by section, doing the whole thing lightly to start with then building up the darker bits layer by layer
- Use a nice soft pencil. I mostly use a 4B
- Use really short pencil strokes and try to blend them
- Do all your pencil strokes in the same direction, and resist the temptation to 'scribble', even if it DOES get it done faster
- Practise, practise, practise!
Errrr....hope that sort of answers your question, it's the best I got