All depends on the kind of "weathering" you are attempting.
I use dry brushing with metallic colors to bring out the worn metal look and thinned washes of various dark shades to grunge up and bring out panel lines (washes should be of different paint type than the underlying paint; acrylic wash on enamel OR enamel wash on acrylic for example).
The weathering powders have their own merits as well and probably have as many different uses as there are users. I use the powders for exhaust and oil stains, touching up spots that just seem too pretty after the model is complete, etc . . .
As Tojo and Don say, practice, practice, practice. Start with a very tiny amount of product on the applicator and have at it. You'll see.
Bill.
On the bench: Lindberg 1/32 scale 1934 Ford Coupe and a few rescue projects.
In queue: Tamiya 1/35 Quad Tractor or a scratch build project.