i use a aztek airbrush, it has different tips you swap over to use to get different finishes, i cant remember what colour tip does what , i wrote it down but cant find the bit of paper.
Nah, if there is going to be a shading process I usually do it during the main painting stage, darken the panel lines and light coat on panels and if necessary I lighten the main colour and add to the panels.Most of my shading is post shading.....it really depends on the subject matter.
I use an Aztek airbrush too, mainly use the Grey nozzle as standard and the Tan for finer work.
Oh, and you must have mess, thats part of the process!!