This is a nice tutorial on coloring, shading and highlighting with coloring pencils. While it's not specifically about coloring books with pre-drawn designs, it will give you some great insights as to how you can add and sophistication to your coloring.
It's especially useful when you are coloring in "simple" designs with larger available spaces. If you have always thought in terms of just coloring in each area with a single color, this video will really open your eyes as to what is possible.
Products Mentioned:
Prismacolor Pencil Set
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Art of Coloring Star Wars: 100 Images to Inspire Creativity and Relaxation (Art Therapy)