Use good quality crayons (Crayola works well) for the best results. Making the fill color darker around the edges is a good technique for adding dimension. As you work, don't press too hard. It's better to add layers of color than to have too much color that you can't remove. Take care to color evenly and without causing color streaks. When you're finished, place a piece of scrap fabric over the coloring and iron the paper on a high setting. This will heat set the coloring and remove excess wax.
In fact, taking a crayon or colored pencil to paper is a therapy method that dates back to the early 20th century _ though it seems people are just starting to rediscover its benefits. So how exactly does something as simple and seemingly childlike as filling in the lines lend itself to combating adult amounts of stress?