Great Photoshop tutorial on where to put a shadow from a local light source, and how dark/light to make the cube on

http://psd.tutsplus.com/tutorials/drawing/light-shading-shadow-photoshop/

On the ImagineFX website you’ll find a lot of excellent walkthroughs on a variety of subjects.
http://www.imaginefx.com/-2287754330326480692/Workshops.html

ImagineFX is targeted towards digital artists, but a lot of the techniques and principles translate very well to traditional media.

A few highlights

By Martha Dahlig:

Painting hands

http://www.imaginefx.com/02287754333460822085/painting-realistic-hands.html

Perfect skin

http://www.imaginefx.com/02287754333308296399/painting-perfect-skin.html

The Painting and Drawing channel regularly uploads video tutorials to YouTube.

The Painting and Drawing Channel

http://www.youtube.com/user/paintinganddrawing

Sadly the videos are only online for 1 week (so you’d better save them). As they explain:

Our YouTube channel acts as a TV Anytime feature for the programmes that appear on our UK Satellite channel each week, that’s why they are only available for one week. All of our programmes are available in extended versions on DVD.

Said DVD can be purchased on their  website http://www.thepaintinganddrawingchannel.co.uk/

Looks like you can watch live as well at the same time they air in the UK.
http://www.thepaintinganddrawingchannel.co.uk/tv-anytime.html (link at the bottom of the page)