Well, you could try Zenithal airbrushing (if you wanted to get an airbrush):
http://www.dakkadakka.com/wiki/en/Zenithal_Airbrushing%2C_OSL_and_Snow_and_Ice_Tutorial%2C_subject_-_Grey_Knight
Looks great, is relatively easy to do and gives good shadowing.
Chipping is relatively easy to do. Paint random paint marks on a model where it would get worn (usually in a mid grey, but choose a mid colour of whatever the chip will be coloured as - rust, metal etc) then highlight the bottom edge and shadow the top edge to give the impression of depth.
Dust can be done using very lightly drybrushing a series of colours over the muddy/dusty parts of a model. If you want it looking like fresh dirt, start light, and get darker. If you want it to look old and dry, start dark and get lighter.
You can also use weathering powders mixed and fixed using a matt varnish.
Automatically Appended Next Post: Savis wrote:If you want some real good tutorials on weathering than pick up a copy of the Imperial Armour Masterclass Volume I. It has tons of ideas and god examples. Otherwise try googling for powder weathering, oil colour washes and chipping techniques.
http://www.dakkadakka.com/wiki/en/Painting_with_oils
Also has some information on using weathering powders with oil paints