I just got my first set (cute, really), and find that various methods can achieve different results. For instance, if I directly apply the pastel by drawing a line where I want a, say streak of rainwater or rust, then brush it in with a soft brush, I get a nice faded streak.
If I shave off some pastel for smoke staining over the general area, then rub it in with a brush, I get a nice, large dark smudge.. My results so far are in my bradley update..