Haha, my first piece of advice is always to not take advice from me, because I'm still learning and finding techniques that work better for me than what I'm using. Someone more professional could probably give you a better answer. XD But I'll still answer your question in case any of it is helpful.

I usually use just a normal hard round brush with the opacity and flow settings adjusted. Typically I'd start out with Opacity at 80% and Flow at 30% when I first start shading, but then I tend to mess around with those values after awhile to get more subtle blending.

I've found that the brush setting doesn't really make too much of a difference so much as how you use it. But I would recommend against using a soft brush/air brush for most of the shading, in favor of using a hard brush and blending it to the point you want instead. I don't use a soft brush very often, but when I do the opacity is very low and it's generally for bounced/atmospheric light.

To blend the colors together, use the eyedropper tool to select "middle" colors between the base color and the shaded color, and paint over them to blend them together. It's a bit hard to describe, but if you play around with it for a bit, you'll see what I mean and get the hang of it. [link]

The other thing that's a lot more helpful to shading than the brush settings is learning to shade with different colors instead of just a "more black" version of the same color. Instead of shading, say, a flat blue with a darker version of that same blue, try shading with a darker shade of blue that's also a little closer to purple. I usually shift the colors slightly towards purple for shadows, and slightly towards yellow for highlights. Shading with just whiter and blacker shades of the same color makes a picture look a bit artificial, and like the character is standing under fluorescent lights. [link]

Adding bounced light of a different color also really helps with making a picture pop out and look more complete. It doesn't seem like it makes much of a difference until you add it, and then try to take it out later. The picture underneath then looks really really flat by comparison. [link] [link]

Hopefully some of the other tutorials I linked are helpful somewhat. I had a few more that are close to what I do now, but I can't seem to find them anymore. XD

I'm alright! Enjoying the snow! XD

How bout you?