My traditional method has been to basecoat mordian blue, then paint UM blue (leaving mordian in the recesses), then blue wash, drybrush UM blue, drybrush shadow grey, line highlight spacewolf grey/UM 50:50.
Now that I have an airbrush, I've started airbrushing a 4:1 mix of UM blue and shadow blue (a vallejo color similar to mordian). Then continue as before with washing blue and so on. The blue wash will nicely darken the blue to a pleasing shade.
Here is
WIP shot of a librarian I did using the airbrush basecoat. The Sternguard in the background used my original method: