I was kindly asked to provide a little "step by step" guide of the way I paint my minis, so here it is.

First step is to prime the minis. If you want the primer to be very scratch resistant I recommend the Mecha Color range from Vallejo. I usually prime my minis black unless I intend to paint a white mini. In this case I use a light grey.

Second step is "zenithal highlighting". You pick a direction you want the light to shine on the mini, maybe straight from above, and spray it white or light grey. As colors look very different when painted on white or black you already have a first highlighting effect when the basecolors are painted. If you intend to paint a black mini you usually don't use white in this step, but maybe a dark grey.

Base colors added to the right mini (left one is only primed and "highlighted" with a dark grey). You can see the effect the zenithal highlighting gives to the model: The "real" light comes from the front as you can see on the shadows on my desk, but on the model it looks a little different when it comes to the shadows. The chosen colors are a little brighter than the color you want it to be. This is because the shade (also called „wash“), which we apply in the next step, will darken it down to the color we want to have. It is important to know that a color on a mini is never "that one color". Let´s take the sand tone on the right mech "Timber Wolf": The base color plus the added shade is the midtone color, the color we want our brain to see.

Now that the shade was applied we have our midtone. The left mech, a "Warhammer", got a bright sand tone torso. This is because we want to paint it red there, and you cannot get a bright and shiny red when painting over black. The pink parts also will not remain pink as you might have already guessed right. Pink is the perfect underpaint for yellow.

bright and shiny yellow because of our pink underpaint

same here with the red. You can also see that I added some heatblueing effect to the weapons. To achieve this I use the following (Citadel Paint) colors, beginning at the muzzle: Guilliman blue, Drakenhoff Nightshade, Druchii Violet, Cassandora Yellow. Each two coats, painted overlapping the preceding color a little bit. That's all the magic here.

Highlighting. On most colors you can simply hightlight by adding either a lighter tone of a very similar color (that will be the "highlight color", the brightest color on the edges) or just white. You can also use some more colors to come from the midtone to the highlight. I prefer this for black and red.

Here you can see the first steps of highlighting. I suggest you use a wetpalette for this (for everything except metallics and inks). The brightest parts are where the light hits the mini, so in most cases it points to the (imaginary) lightsource. Light and shadows don't work on a mini like they do on a lifesize model, so there's no other way than painting it to make it look realistic. In the pic you just see one step of the highlighting process. We paint several layers of highlights, beginning from a tone close to our midtone. The brighter the color we paint the smaller the area is. When we're done we blend it together so there's a smooth transition between the single steps. The wetpalette makes this quite easy: You have a line on the palette (maybe 15cm long), beginning with the midtone color and ending with the highlight color. There's a smooth transition between those colors so you can pick the color you need easily.

Here you see the final blending effect: It looks like there are reflections on the model, but those are just painted. For the very bright parts of the highlights I simply use Vallejo's white glaze, the perfect secret weapon for this ;-)

This is a Battletech mini which is used for the tabletop. It is about half the size of the "Timberwolf" and the "Warhammer", but the steps are the same. I chose the bigger models because it's easier to see the single steps on those.

Here's how to paint (a basic) cockpit glass:
You paint the cockpit in the darkest color you want it to be, and then work your way by constantly highlighting to the point the light comes from. In this pic the (imaginary) lightsource is top left, so the brightest area is top left, too. In the opposite corner you just add a little white dot. That's it. I seal it with a gloss varnish as you can see in the pic, too. For this I usually use Citadel 'Ardcoat or, my special secret weapon, "Pledge Revive It Floor Gloss". For Airbrushing I prefer the Vallejo Mecha varnishes.

Here I am prepairing stencils for the models. I print the pic on paper and stick two sheets of vinyl foil onto it. These are the kind of foils used on cutting plotters. I cut the motif and remove the foil (one remains on the paper, that's why I added two sheets) and stick it onto the model.

Here it is. Then I use a hairdryer to heat it as the vinyl foil is thermoplastic so you can also force it into the recesses.

Here's a pic showing some weathering effects the can be achieved quite easily.

The rainstreaks are made of diluted "Nuln Oil". To dilute Citadel Shades I use airbrush flow improver. The shades run into the recesses very good without the shade darkening the model too much.

The rust effects I add AFTER applying a matte varnish. Due to the surface structure of the matte varnish the rust wash (I use rust washes from Vallejo and dilute them with water) looks way more realistic. You have to know that gloss and matte are just different surfaces of the varnish (gloss is like pure ice, matte is like frost). The effect comes when the varnish dries.

That's it.
I also have a short tutorial on creating a simple base like the ones I used for the mechs. You can find it here:
https://imgur.com/gallery/PgXK1DG