I am a firm believer in "the Dip" or Minwax Polyshades. I brush this on, to ensure coverage and control thickness.
For this project, I used Tudor Stain - which is very much like a black wash with a plastic shell. One reason I really believe in the Dip are the details that are brought out. I discovered that my MiniFig WWI Germans had fingers after I dipped some figures I painted! The effect can sometimes be very subtle, but I feel it is worth the effort.
More of my work can be found on my Displaced Miniatures pages.