It occurs to me that I talk a bit about dry brushing / washing / blending in my various posts on painting miniatures but never really explain what they are, and rather than me try and explain I’ll instead link to a few good resources on the web.
The first two links come from Hot-Lead. Here’s the page on basic painting techniques, which despite having been painting for the better part of 20 years on and off, I’m still using and still improving at. That covers washes and dry brushing, which on the right kind of mini can be extremely effective. Where they aren’t so good are for subtle highlights on largely flat areas, or for very small areas which are hard to dry brush effectively. That’s where blending can really give your work some depth and that’s covered over here.
Finally, if you want to see some amazing and some not quite so amazing mini photo’s, check out CoolMiniOrNot and their huge range of photo’s.