Alrighty, I started on a shading tutorial. For a more detailed tutorial, I suggest picking up
Drawing Crime Noir for Comics & Graphic Novels by Christopher Hart. Since the crime noir style focuses on heavy shadows for mood, then it's a good reference.
Anywho, to start with, I just did some simple facial shading on Vixy.

The first image has no shading and Vixy seems rather blah. The second image I put the light source in the above-right corner. The shadows fall just under her brows, right (her right, your left) cheekbone, nose, lips, and chin.
The third image I adjusted the light source so that it was further to the right. This made the shading more pronounced, putting most of the right (her right, your left) side of her face in shadow.
Fourth image has the light source directly above her. Shadows fall beneath the brows, her nose, in the corners of her mouth, and under her chin.
Fifth image has two light sources, one on either side. This reduces the intensity of the shadows and puts them in in the middle of her face.
The sixth image has the light source on the lower left. When lit from below, it alters the mood of the image. Shadows are above her cheeks, bridge of her nose, and the top of her head. This angle is usually reserved for illustrating villains, mad scientists, and other baddies. Works for conveying mood when drawing frightened or psychotic people, too.