Quality Matters. Not all colored pencils are the same. Cheap colored pencils tend to have harder wax leads and less pigment which mean they produce less vibrant colors and have a tendency to leave some white spaces uncovered in the grain of the paper. Because the lead is hard, cheaper pencil leads often have a tendency break and if the lead breaks throughout the length of the pencil you can be left with something that is unusable.
Overlap Colors to Create a Blended Look. I like to lightly color the dominate color first and leave a bit of paper exposed for the wax of the second color to cling to. In the liver I colored (below), I started by coloring a layer of red, then I colored some brown on top. Then I colored more red over the top. I find this kind of layering to be really fun!