This isn't the greatest photo, but you can see the way the gray progresses from dark to light towards the top of the model. The orb, the hat and the top of the cloak are especially bright, since they have surfaces facing directly upwards. The airbrush is great for this because it works like a paint flashlight: you point it down, and the paint goes exactly where the light would go if the model were lit from overhead.
I'm not usually keen on posting work in progress, but here are a couple of shots of the sorceress as she's being painted. Of late, I've started to work on one color at a time, beginning with the most recessed parts of the model. So here you can see I've put most of the highlights and shades on the skin.
This close-up shows the face a little better. What I think it really needs is some more contrast around the eyes and lips, to make the most prominent facial features really stand out. I'll post more as I paint more, but the basic plan is to paint her in simple colors, and try a sourced highlight coming from the orb in her left hand. But that's another technique for another post...