Shading is hard, and even if you have the light direction and basic shape of the shadows down it can still be tough to make it look good. This thread documents how I learned how to shade, which might be helpful to some of you.

Note that by the time I started shading my art, I already had a grasp on perspective and 3D visualization. This may not help you much if you're an absolute beginner artist.

Part 1: That time I drew a weird Sonic

Art programs that support layers and clipping are recommended. Don't use GIMP, it is really really bad for this. I used MediBang Paint Pro.

First and foremost, my current shading style is directly descended from what I learned from copying this tutorial: https://www.deviantart.com/herms85/art/How-...gehog-374292113

I simply did not try to shade before I used that tutorial. I just didn't. The first piece of art I ever made using the tutorial was this AU version of Sonic the Hedgehog:
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Allow me to break it down...

In early pieces like this, I had a layer that I used as a shading guideline, showing light direction. This can be done by just drawing a bunch of lines radiating outward from the light source, and I had them cross over my drawing so that I could reference them while zoomed in. I don't do this anymore because I can keep light direction memorized now.
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Onto the actual shading. I started with the hard shadows:
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Note, it's good to turn off anti-aliasing when doing the lineart and shading (basically, when you zoom in you should see hard pixel edges). I'll get to why in a moment.

Now, shadow color can be a bit tricky. In some cases you can get away with just shading with black and setting the layer to soft light, however this doesn't work very well for white parts, such as (in this case) the gloves, sclera, and parts of the shoes. The method I used for this first piece was to just have a shadow color pallet and change the color I use when shading each part, using a light grey-blue for white parts. This method is not great, but I'm not gonna get into how I refined it just yet because it's really complicated to explain.

Now , hard edges alone don't really look that great, which can result in shading seeming like it's more trouble than it's worth (the main struggle I had when first learning to shade). They're best used where there is an actual physical edge and at the darkest parts of the object. This is where gradients come in.

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So, the reason you should have anti-aliasing disabled is because the easiest way to get those gradients where you want them to be is to use the magic wand tool:
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This lets you select individual chunks of the image to add gradients just to them. Anti-aliasing makes this more difficult, as it makes the edges blurry, so you can't select them properly. Your gradient should be from the local shadow color to either the base color or transparency, depending on what your art program of choice supports.

I did the same with "highlight" gradients (in this case just white and set to soft light), completing the shading:
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After this, I considered my AU version of Sonic complete. However, it would not be long before I began to refine this shading method. Stay tuned for part 2.

Part 2: Refined by Necessity

After drawing that AU version of Sonic, I immediately began work on refining the process with additional artwork. After a few weird experiments, I arrived at the method I used for a very long time, first seen in this drawing of one of my OCs, Gomedha:
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Gomedha's design is a lot more complicated than what I had been drawing up to this point, not to mention more complicated than any characters covered in the tutorial I learned from. For example, just having a shadow color pallet to pick colors from when drawing edges or gradients doesn't work because she has a bunch of complicated markings that aren't contained by convenient lineart like Sonic's belly was.

The way I handled it was with folders!
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In essence, what is happening here is I have a folder called "contain" (name doesn't matter) which is set to "normal" blending mode. It contains all of my shadow layers, but in black. Clipped to that folder is another layer, "darkclip", which is a duplicate of the main coloring but recolored into the shadow color pallet. Both of these are contained in another folder set to "normal", which is clipped to the actual base color.

Doing it this way allowed me to not only shade the complicated markings with ease, but also made it much easier to change my shadow colors on the fly--all I would have to do is un-clip the shadow color layer and replace the colors. This is what it looks like without the darkclip layer:
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However, I was not using this method by the time I joined Sagan 4. I'll get into why and how my strategy changed in part 3.

Part 3: The Need for Speed

The shading method I was using for much of early 2019 was slow, as I had to design a shadow color pallet to use. This became a problem when I joined my first collaborative spec project, OurFoodChain.

Some of my early OurFoodChain species were actually unshaded, because I was trying to hit the project's 2 species daily limit. The first species I submitted with shading was this thing:
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The shading on this, and all of my shaded OurFoodChain artwork, is vastly simplified from what I was doing before--instead of having a shadow color pallet, I just used blending modes like soft light and overlay and did the actual shading in black and white.
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This method carried into my early Sagan 4 Beta species:
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And even into my earliest Alpha species, though I started using more gradients to fake good lighting better:
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I consider the need for speed to be a bit of a step back in the development of my shading style, as it does not look as good as the slower method that I originally learned. However, shading with blending modes was absolutely vital to how I arrived at my current style, so showcasing this step is necessary to transition into part 4 of how I learned to shade.

Part 4: Revolution and The Making of Seashrog

Once upon a time, I screwed around with random noise generation and accidentally made a background so pretty that not even the slower version of my shading method could come close to matching.
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If you recognize this, you should, because it's the background on the seashrog:
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The seashrog represents the first vital step in reaching my current shading style. After I made that background, I realized I had to do something to make Seashrog match, because according to the rules the background must be the same quality as the creature itself. Let's break the seashrog down.

Seashrog actually started out shaded exactly like most of my stuff beforehand; the additional texturing and shading effects were only applied after I did the background and realized this wouldn't cut it.
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I started with the fur. For a bit of context, I've done something like this style of fur texturing before; I used to do complex base editing for a few years before I started shading my own art.
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On the final image it is set to soft light blending mode; this is what it looks like on normal.
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The way I accomplished this was by using a watercolor pen. Your art program of choice most likely has something similar, it might be called a blending pen instead. What I did was I first drew on black lines matching fur direction, then using the watercolor/blending pen I went over them the same direction in white. This created varying shades of grey that give the approximate effect of a fur texture when set to the aforementioned soft light blending mode.

This alone did not make the seashrog match the background, however. I think I actually went back to the tutorial I originally used for inspiration at this point, and remembered that airbrushes are recommended for shading smaller details. That was the missing piece.
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Sans fur or markings to show what I did better:
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This discovery was revolutionary to the development of my shading style. In later work, I dropped the cell shading layer altogether and shade entirely using the airbrush. I don't think I could ever go back, and I've only done a few faunal species with simpler shading since. However, doing fur this way was very slow. I'll get into how I have worked to refine fur detailing and other forms of texturing since in part 5.

Part 5: Refining the Texturing

Texturing is a vital part of shading, and it was vital to my art getting where it is now.

After the Seashrog, I basically just could not go back. There were some species after it like the Stonebeak Phlyer that were drawn in the older style, but the visual improvement made me less and less willing to do that.

Throughout gen 162, I made improvements to the technique I used for texturing, such as using different brushes for different textures. This illustration of the wolf shrew in particular (made before OviFan's redraw, clearly) was where I started using bitmap blending brushes for fur, in this case by modifying MediBang's built-in acrylic brush to blend like a watercolor:
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But there's a couple issues with this method: it's slow, and god does it hurt my hand. I think it was after I did Great Leotam that I realized I had to find another way.

Treehook Tamow demonstrates the first major experiment:
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Here, I used a modified acrylic brush, though any bitmap brush that's kinda streaky will do; I made it really big and turned down the transparency, using it to paint multiple hairs at a time in white, set to either soft light or overlay. This doesn't look anywhere near as good, but it's considerably faster. This is what I've been using for the majority of my submissions, at least until now.

Something changed when I was making a little bit of Serina fanart...
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This actually uses a different fur texturing method. It isn't super obvious, however, because I was trying to replicate Sheather's art style. But see the grass? The grass is important here. Let's look at a drawing where it's more obvious: this illustration I did for the Lemupus.
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So, obviously I discovered a new method for painting grass--and then, directly inspired by how Sheather uses a grass brush to paint fur, I decided to see what would happen if I used it as a fur texture. Suddenly, I could do passable fur super fast.

The way this fur works is that I have made a "fur" bitmap brush out of my grass brush, and I paint the fur on twice--once in black and again in white, on separate layers. Depending on what I need to do to bring out the color, I set each one to either overlay or soft light. I find that having the dark layer set to soft light and the light layer set to overlay looks best:
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This method is still new, but it's super fast and looks good, so I don't think I'm gonna stop using it any time soon.

The Future?

As long as one keeps drawing, their style will continue to evolve. I will probably add onto this if I make another big jump in how I shade.

This is only a summary of my process of getting from copying a Sonic comic book artist to whatever it is I'm doing now. I can try to make a more in-depth tutorial for each style in the future, but for now, feel free to leave comments here.