Figure shading?

Pge 4 here, Pard.. Good as any other place for starters..

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Go to the Vallejo website, click on Model color and scroll down for a tutorial on building up shadows and highlights.

For a white uniform, start with a light gray base and go with a darker gray for the shadows and pure white only for the highest highlights. If the grays have a bluish tinge, you should get a colder feeling to the colors.

I haven't used their gray primer (accidently bought clear primer...what a waste!) so I can't say for sure. I'd go with USAF Dark Ghost Gray FS36320 or Light Ghost Gray FS36375. Darken these a bit for deep shadows, llighten for the first highlight tehn go with pure whjite on the highest points.

A good way to know where to place your shadows is to stand the figure up under a directed light source, like a shaded desk lamp, palced directly overhead of the figure. 

FWIW, I use primer for priming.  Wal-Mart brand primer, or Krylon if I'm feeling saucy...

A good primer, or rather a primer-surfacer, does two things well... It gives the color coat something to stick to while "etching" itself into the base material and providing a neutral base color that doesn't effect the tone of the color-coat, and it it fills minor surface flaws and sanding scratches...  But it's not a "fire and forget"-type of application, it needs to be smoothed after application with ultra-fine sanding film or better yet, a scotch-brite type of pad...

Most "hobby-brands" of primers are just primers, not primer-surfacers, and cost way more per ounce than purpose-designed or automotive-grade primers and primer-surfacers.