I do use some Citadel paints. I find them to be great quality, and quite dependable. Several local hobby shops sell them much cheaper than
GW, but don't sell often so sometimes I've got old pots that don't work as well.
Mostly though, I use craft paints thinned with Future. I don't paint mine to look like the studio scheme, so this allows me quite a few options to get what I feel is the proper grey, for much cheaper. I have found different brands work better than others through my airbrush. If I'm brushing by hand, brand doesn't seem to matter. The Americana brand is my favorite thus far, though selection can be a bit smaller than others. This should be easy to find nationwide in stores like Michael's, Hobby Lobby, or JoAnn's.
I also like Vallejo Model air. I know many others like Vallejo Game colors, P3 paints, but I've never used them. Tamiya are ok, if you're using an airbrush. I find they don't work so well manually, or maybe I'm too impatient.
There are a few washes, in addition to Nuln Oil that I use often. Seraphim Sepia is great for antiquing and adding warmth to the gold/copper/bronze/whatever trim bits. Agrax Earthshade/Devlan Mud is used on just about everything, though I also make my own equivalent with burnt umber oil wash. They do work differently though.
I found a simple way to do flesh that gave me the fair skinned Scandinavian look I was going for. I base coat with a light flesh tone (Kislev is darker than what I use now, but it works too), then I follow with 1-2 washes of Reikland Fleshshade/Ogryn Flesh. Done.
Provides much more depth than it sounds, and is easier than the 8+ steps I commonly see in tutorials. I do sometimes go back over with Kislev or the base tone for highlights, or add a dab of Agrax Earthsade in the recesses or around where the flesh meets armor if I want more contrast.
The only tips I can really give in general are go slow, less is more, and make sure you thin your paint enough as that will kill any paint job. I found Auric Gold to be difficult to work with, and Vallejo Game Color Gold #70.996 to be much easier. Both require a good undercoat, I found Averland Sunset or Balor Brown to be good bases underneath the gold. Also, less is more, and especially go slow.
The Vallejo had better coverage in my experience. Though on my Wolves the trim is copper, though I'm moving to Runelord Bronze. I wanted to get a silvery bronze color, but haven't found it yet. Also, space-wolves-grey.blogspot.com has some good painting articles, one of which I based my original scheme on and altered to fit my tastes.
Be thorough removing mold lines and filling gaps, and just have a clear idea in mind for what you want. That will help you stay consistent throughout your army. The less mixing of paints, the easier it will be to remain consistent as well. Just have fun and paint how you like them! I have found that sable brushes do make a difference, but aren't necessary for good work. If you have the cash for them, get them. I currently use some cheapo Kolinsky Reds sold by my local model shop. They are a bit softer than I'd like, and don't quite hold as sharp a point as I'd like, but they're better than my Taklon synthetics (except with oils). I'll be going up to a higher end brand when I can.
Doing up a test model isn't a bad idea, and you can submit work in progress pictures here to get feedback.
Wow, I do go on don't I? Sorry if I rambled and pelted you with a ton of info. I hope it's helpful and not intimidating. Much of this would have helped me had I known earlier on. I have to say I enjoy modeling and painting as much as playing. Maybe more.
Did I mention to go slow?
Welcome to the pack Brother!