Shading Hand-sketched Art

How do you do the shading on a sketched piece of art? I'm not familiar with the technique, but I would like to learn.

I'm a very visual person, so good photos and / or vids would be pretty awesome! :D

Just so everyone knows...I have a set of four sketching pencils, a charcoal kit, and some watercolor and regular colored pencils at my disposal. :)