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.
Some colors are more transparent than others. Some colors are very opaque. Test your colors on a separate piece of paper to see how they work together. Too many layers of crayon can make the colors resist each other. This can make it harder to add more color. Use as few colors as possible to get your end result.