Hi Big Al,
The hardest part is just starting...! Since you have lots of good info (also check The Gauge with our search function if you want more...
), I will say - you're just going to have to go for it!
My preferred method is drybrushing. I have also used chalks. If you are scared about what will happen, start with an old boxcar and use chalks. The beauty of chalks is if you do not like it, you can wash it off (this does not apply to Bragdon Weathering Powder, which contains an adhesive).
My usual method though goes like this:
Wash and dry car.
Apply thin wash of colour that is close,but slightly lighter than, the original colour. This gives a faded appearance, and dulls the plastic look.
Apply a black/grimy wash (I use very light "inkahol" - india ink in alcohol).
Dry brush dirt colours in appropriate places (underbody, ends)
Dry brush soot along roofs/roof walks (I model the steam era)
Apply rusty colours to wheels and truck frames, couplers, etc.
Add Dullcoat over everything.
I use Dollar Store craft paints. Nice thing about them is you can wash off the paint while it is still wet, if you don't like what you just did.
So pick your least favourite car (or get some junkers at a swap meet) and get going! Starting really is the hardest part...
Andrew