Most people are guilty of pillow shading.
However theres no tutorial out there for how not to "gradient shade".

So I'll just leave these here.
http://www.natomic.com/hosted/marks/mpat/shading.html

Here is some proper advice though, pick a palette to use.
Ie: only 5 HAVE SHADES at most per color. (if you're using 64+ shades per color, you deserve a smack.)

Highlight, Base Color, Shade, Darker Shade, Darkest/Outline

Also it is unnatural to have every color just immediately "gradient" into black, for most things theres light bouncing off of everything, so you're not going to end up with the "dark side of the moon" on everything unless theres no surroundings and they're under a direct spot light, if this actually was the case your shadows would be a lot more sharp and bold.

http://snigom.deviantart.com/art/Ada...iques-43158629

Right now you have everything shaded as if it was a flat image on a cylinder, with only 1 direct source of light and no environmental diffuse lighting.