Everyone has their own way of doing things and you'll probably get a load of different yet invaluable advice from everyone.
Me I just make the brush as soft as possible, take up the spacing a little, the opacity down to something like 6% and turn on the pen pressure, then just gently brush away at the bits needed. Personally I use paths to load selections and then shade up different areas and before details starts going in a guassian blur helps.
Having a quick look at Grubby's tutorial that says it all really, the other thing is to look at lots of aircraft and see how they actually do cast shadows and create highlights, plus going to airshows/museums isn't a bad thing!
Keep practising