Hey Murphy,
Yeah, weathering can be a little scary at first. I use several methods for weathering from oil washes to pin washes. Some members use what is called filtering. Acrylic washes and dry brushing are also excellent methods to accomplish the effect as well as pastels and weathering powders.
Let me explain, at least how I understand it.
An oil wash uses artist oils highly thinned with Turpenoid, similar to Turpentine. I wash the entire build with a darker color than your base, then wipe it off. This will turn you build a darker color and freak you out, but relax. I will usually go over the panel lines with an oil pin wash where you use capillary action to flow in the groves. Any excess is removed using a paper towel or tissue. These washes can also consist of acrylics or enamels. The flatter the base paint, the more adhesion the wash will have.
After this is complete I will go over the build with an application of powdered pastels or weathering powders, paying particular attention to movable surfaces and areas where dirt and stains will accumulate.
As Don stated, an Air brush is excellent for adding exhaust staining, oil staining, fading and anything else which will change the color of the paint.
There as many methods of weathering as there members on the forum, so you should receive other very useful tips soon.
Bottom line, you have to take risks if you want to add weathering.
Steve