To become good at shading, one must constantly practice shading.

This should be pretty self explanatory. Just like everything else in art, you must practice to get better.

I am a bit of a perfectionist, so I keep shading until I can't tell when one shade ends and another starts.

A great exercise you can do on any paper (including homework) is shown below...

You can shade with different textures, like "flicking" to create hairlike strands...

I make huge drawings just to practice my shading!

In every single picture, I never use my fingers to smudge or blending sticks. I was taught to simply lighten my pressure and make circular motions to blend.

It's hard at first, but if you stray from blending sticks and using tissues or fingers, your drawings will be sharp and contrasted beautifully!

You can use the same techniques when blending colored pencils!