>>598605In practise, you'll want to slide on the color wheel in addition to the selecting on the triangle thing when selecting darker and lighter colors.
Shadows are typically in cooler colors, purples, blues and greens, but it really depends on the secondary light source.
Additionally, to get your values right, you should first color and shade in grayscale. Things can look flat without an obvious reason if all your colors are of equal brightness.
I don't know if this picture is a good demonstration of anything though.
These are the things I've been thinking about lately, so I've got input to provide. Not really sure if someone else might have great critique on something I've missed entirely.
I think I'll sleep.