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.
Get even! Producing a nice even color with your coloring pencil is all down to pressure. Push harder on your page for darker coloring, applying little pressure will producer a much lighter color. It is tempting to put lots of pressure on the pencil to produce the darkest color _ don't do it! Too much pressure will likely cause you to break your pencil leads, produce a scratchy finish to your coloring and give you less control. Instead, try applying your pencil with a little less pressure and use small circular motions with the pencil to get an even finish.