Dry-brushing is another useful technique...the term means that after you dip your brush into the paint, you take a rag, & wipe off
most of the paint...it's great for simulating streaks of rust, grease, etc...
All of the weathering techniques mentioned here work well on their own, or in combination...get out an old junk model to practice on, & give it a whirl!
One more tip...no matter what technique you start with...use very light & subtle weathering...if you want a heavily weathered look, build up to it, instead of all at once.
Good luck, & have some fun!