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Shading
I see a lot of dolls where the shading is a bit off so I thought I'd tell you what I know about it.

[1] You shade your doll to make it look more 3D, to show how it would look from another angle so to speak. If you're going to put a skirt on a doll facing forward, you want it to look like this from the side.

[2] Now, here's where a lot of people go wrong: They start to make those strokes with lighter and lighter colors like this.

[3] However, an object gets darker the further away it is from you, so if you shade all around the skirt, you'll get this weirdo effect! It looks like the skirt is bending inwards in all directions.

[4] The trick is to think of the body as geometric shapes. Look at this cylinder, it's darker around the edges where it's bending but not at the top and bottom.

[5] Now on to the body. The hips and legs are really a cylinder, but flattened out a bit.

[6] This is what I do: When I've made all those strokes, I edit them to look like this. I only keep the shading where the skirt is bending away from the viewer. Now you can leave the rim dark because the fabric has some thickness too, just I usually leave the upper and lower edges with a one pixel outline. On this skirt I also added a seam which is a nice detail.
OK, so that's it. The arms and legs are cylinders too so they are basically the same.

TIPS AND TRICKS

Size of shading
A flattened cylinder will have a bigger area that catches the light so the dark parts are pushed towards the edges. The waist is more rounded than the hips, so the waist will have a wider shadow than the hips like in the image to the left.

Bouncing light
If you want shininess, have a look at this cylinder. The light doesn't stop, it bounces off of things and casts a backlight on shiny things. If it bounces off a colored area, the backlight will be tinted. But it's not as bright as the primary light since not all of the light will be reflected. Where your shadow is at it's darkest, make a thin, sharp rim of light, but with no dark outline.

I used this technique on this doll. It's bit tricky because you really have to think in 3D. Like look how the backlight follows the curve of her boob. Also, notice how the rim of light is brighter than the main light. That's because she's turning away from the light so her main lightsource is the light that has already bounced and lost some strength. Kind of hard to explain, but I hope that the doll will give you some guidelines. Experiment!

Here's an example of bouncing light. Look at the metal details on this angel. This is just cylinders and part of a sphere, so it wasn't as hard as the disco doll. This one is pretty small but I hope you understand what I mean. On the shoulder cap, the backlight has bounced off the wings so they are reflected as a whitish rim instead of the gold color. It depends on how shiny you want the object.

This is another example where the doll is facing away from the light source to get that rim of light. Mos tof the doll is shadowed, but not all black as you'd expect because the light from the moon os bouncing off the ground to produce the soft light on her body and face.