Hmm the best way to learn how to shade is to copy someones work (but then don't claim it's you of corse) or to draw form the picture or of corse from the model. There are a lot of tutorials around the net that tell u about the shading - like this one for example
http://elfwood.lysator.liu.se/farp/art.htmlAbout the pencils - It's the best to have a almost whole set like > 6B, 4B , 2B, HB, 2H, 4H
I'm planing on making drawing portrait tutorial where the shading of the face will be told. So if u are interested just tell me and I'll sent it to you once it's finished.