Hi Eli
The issues here are to do with how you depict form by using value. We can think of values as different shades of grey, going from pure black to pure white.
Brenda and Cindy have put together some very good lessons on these topics:
Values
http://www.drawspace.com/lessons/view_lesson.php?id=b06Light and Shadow
http://www.drawspace.com/lessons/lesson.php?id=b11Basics of Shading
http://www.drawspace.com/lessons/view_lesson.php?id=g05Making a Value Scale
http://www.drawspace.com/lessons/view_lesson.php?id=g06Having looked through those and made sure you have a firm grasp of these basic concepts, I'd suggest that the key things in shading are to identify correctly the value relationships between different areas, and getting the shapes of the different value areas correct - again there's a good lesson covering this at:
http://www.drawspace.com/lessons/view_lesson.php?id=j06Your next issues are your choice of method of shading (such as squirkling , or hatching) and getting appropriate transitions between areas of different value
squirkling
http://www.drawspace.com/lessons/lesson.php?id=d01http://www.drawspace.com/lessons/lesson.php?id=d02hatching
http://www.drawspace.com/lessons/lesson.php?id=l01http://www.drawspace.com/lessons/lesson.php?id=l02http://www.drawspace.com/lessons/lesson.php?id=l03This issue of transitions is an important one. Basically, those areas facing the lightsource (let's start off with one light, and put it somewhat to the side, above, and a bot in front of our object, so that about 2/3rds are in light and 1/3rd is in shadow. This type of lighting is known as "form light" because it shows the 3D shape of objects well.
Those surfaces (planes) facing the light are most strongly lit. As the surface curves away from the light, it becomes progressively less strongly lit. Surfaces facing away from the light are in shadow
The shape of the edge of the shadow tells us about the shape of the surface, so it is important to depict that accurately. The rate at which lighting falls off in the half-tones tells us how sharply the surface curves away from the light - abrupt curves transition rapidly, gentle curves transition gradually and subtly.
If you understand these points and your issue is actually carrying them out, perhaps the problem is being impatient and/or heavy-handed? Build up shading gradually by multiple layers of tone applied lightly. Hold the pencil at the back end to shade, and move your arm more at the elbow and shoulder rather than the wrist.
It would help if you post some pictures of your drawings, people can then give you specific feedback.
Dave