I shade almost everything I finish. I find that not everyone can do it well, not because it is difficult it just seems like one of those things that you just get or you don't. When I train a new finisher to shade I have them practice on a 2 foot square piece of white melamine. Mix some shading lacquer, (you can make it using sealer or topcoat as a binder depending on the finish)
I don't measure but about 6 oz lacquer, 6-12 oz of ultra penetrating dye stain, (Mohawk)depending on how dark you need to go, and the rest lacquer thinner. It should be VERY thin and dry almost instantly. Now practice shading the white melamine panels until you can get a perfectly even tone on the whole panel with no streaks. Once you can do that it is easy to visualize the process on wood.
Always shade with the grain direction so if you do get a streak it will look like something in the grain instead of a mistake. Once you have mastered shading an even tone on your panels start practicing shading a dark halo or vignette around the panel. This is another technique that can be useful when doing distressed type finishes.
Shading can also be done using pigment as well. I usually use this as toning which is to paint out a dark streak in the wood before staining but it can also be used to brighten up the color if you happen to get a little dark. Whew! That was a lot. Try it out and if you have more questions let me know. (Always do samples first!)