White is a tricky colour to get right. My first attempts just looked like I'd forgotten to paint over a section of white base coat. The problem is that painting white is not as simple as it first seems and requires the same techniques as painting any other colour - laying down a base colour, emphasising shading and building up highlights - but with more emphasis on the shadows than the highlights. Its the shadows that define the finished effect because they 'frame' the white highlights.
First you need to decide what colour of white you want to finish with. This may sound a little strange but by this I mean do you want a Cold or Warm finish. For a cold white you want a hint of grey in the shadows. There are lost of greys to choose from but I like the Vallejo Wolf Grey (Game Colour Range, # 47) because it has a hint of blue in it. Another good alternative is Stonewall Grey (#49) which is a neutral colour. For a warm white use a yellowish brown colour (not red!) such as Leather Brown (#40).
Some painters I have spoken with suggest painting the whole area in the darker shade colour as the base and then building up the layers of white towards the highlights. In my experience this just tones down the final effect. To get white highlights that really shine you need to start with a white undercoat and work from that. I use Vallejo White primer for this as it gives a good solid base colour that will even cover a black undercoat without obscuring details.
Once I have the base coat in place I work my way out from the shadows to the highlights concentrating on the harder to reach areas first. The beauty of working with white is that it covers sloppy work in the early stages, so if you don't get your shading quite neat enough don't panic.
To apply the shadows I mix up a strong Wash of the Shade colour with one part paint to 4 parts Water (my mixing water is actually 20% Flow improver and 80% Water which stops the wash from pooling or forming beads of liquid). In then apply the wash sparingly to the recesses in several coats until I'm happy they are dark enough (I use the Wash more like a Glaze at this stage). Bare in mind that some shadows will be darker than others - under arms or in deep folds for instance. The beauty of using a wash in this way is that you can feather the colour up towards the highlights relatively easily.
The Highlights are for me more difficult as it is here that the final effect will be achieved. If you want a dirty white you need to keep the colour just a shade off of pure colour except for the extreme highlights. If you want crisp clean white you need to make the topmost highlights solid white. I use a mixture of dry brushing and paint applied directly with a fine brush to apply the highlights. I usually start by diluting the white with my special water mix but only to a 1:1 consistency. Application at this stage is critical, too much liquid on the brush and the paint will run into the shadows and ruin your earlier work. If you lay down several thin coats like this you can build up the highlights to a pure white.
White if often considered very hard for beginners to master. However in my experience its just a matter of taking the techniques you already know and being bold in your use of them. The contrast between shade and highlight is much greater with white and the greater the contrast the more striking the finished effect.