Stay sharp! Good quality pencils will allow the lead to be sharpened regularly. Needle sharp tips on your pencils are perfect for applying detail and getting the precision required to color intricate areas of a design. Thinner points will give you more control over the color produced, big fat rounded ends on your pencils make it difficult to get the brightest colors.
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.