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.
Then you can also create a texture effect. Just cover the drawing with a light stroke first then follow with rough, think strokes to serve as details . texture. This can also be applied when you're using colored pencils. And you can also create a light, smooth look with crayons. Just color your drawing with very rough and thick strokes (this might make the drawing look messy at first) then rub off the excess color with cotton or scratch paper.