This is the last part.
Step 12:

It would be better to create a new layer over the original ones when you're
shading. Use the Magic Wand Tool to select the area in this example, Tonks's
hair, to prevent going beyond the lines. Then, go crazy with the brush tool.
TIP:
It's better to think first of your light source so that way, you'll know where
the shadows go. It's important to maintain that light source throughout the
picture.
Step 13:

Put a darker shade over your first shadow. It may be a double task, but it can have a more beautiful effect to the drawing. It gives it more texture and life.
Step 14:

Create a new layer for the highlights. Don't ever put the highlights and shadows in a single layer! In the image above, you'll see that Layer 3 (highlights) goes over Layer 2 (shadows) which goes over hair eyes mouth layer. Don't ever forget the layering! And don't unselect the marquee yet! Try using the blur filter on the highlights layer and shadows layer. Filter>Blur>Gaussian Blur and type in 3 or 2.5 which ever you like.
Step 15:

See the effect blurring had on the hair? It makes it shinier and cleaner than above, doesn't it? Just repeat steps 12-14 over the other layers like the skin, clothes and stuff. In the image above, I had just started putting on the highlights for the skin layer. You can also see that the marquee is all over the skin layer. As I said, marquee prevents the colors from going beyond the lines.
Step 16:

This is optional, but you can merge all the layers EXCEPT OUTLINE, the colored layer (Layer 1) and the Background. Then, it's simply up to you on what background you want. Just put it right above the colored layer (Layer 1). After choosing a background, just merge all layers (Layer>Flatten Image) and save as a JPEG, GIF, BMP or whatever image file that is supported.
I hope this helps. I'm not really good at making tutorials, but I like to help out. Hope you enjoyed that!