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.
For a much lighter effect, you can mix a small amount of soft pastel with baby powder and apply it with cotton balls. This technique is usually used for gradient backgrounds. Lastly, enjoy your work! You can keep it in your portfolio folder or hang it on your wall. There are still a lot of ways to use coloring materials in order to give life to your drawings. Just don't be afraid to explore.