How to shade with colored pencils

A very common question is how to shade using colored pencils? Like most things with colored pencils it is easy if you just take your time and layer colors lightly. The big thing to remember with colored pencils is that you can always go darker, but it is very hard (and sometimes impossible) to go lighter. That is why when using colored pencils, unless you are using an advanced technique like underpainting, we usually work from the palest color or shade to the darkest. For example, suppose you wanted to colour a white petal that had shades of deep pink in the centre, the simplest way to achieve this would be to colour the whole petal white, then gradually bring in a paler pink, then a deeper pink.
Unlike paint, where you can mix colors on the paper to give a shaded effect, any gradation of color with pencils has to be done by layering successively darker colors. So that shading is subtle and soft we need to use in between shades to make our eyes think we see blending and mixing. If we use too much pressure when we shade, the edges between our colours will be harsh and very difficult to soften.
With shadng it is particularly important to use tiny, neat strokes, gently overlapping the colors we want to shade.