Since you say you use a sharpie, it might not hurt to try with a pencil. In most drawing classes, you'll learn with a pencil first. It's generally easier to control than a pen and you might find it easier to shade. I've basically been learning by studying up on anatomy and just drawing from photos. Learning anatomy is important, otherwise you end up with creepy looking drawings which are shaded realistically, but the features are in the wrong place (I used to do those. )You don't have to smudge with a smudge stick or a tissue. I don't smudge mine, I just like to shade with the pencil. I prefer the look, but experiment and see what works for you.
If you're having trouble with shading in general, it's probably worth doing some things like this to build up your skills: [link][link]
A book by Lee Hammond called "How To Draw Lifelike Portraits From Photographs" changed the way I draw forever. It helps with everything, not just portraits. The new version also comes with a DVD. Lee Hammond is absolutely amazing. She's one of the best. Do a google search and you'll see how good she is.
The book is well worth the price. I hope that helps.
Blackrosekane89Featured By OwnerFeb 9, 2013Professional General Artist
Try using a Kleenex for shading. Tortillions can be harsh whereas Kleenex is softer and gives more control (for me anyway). Get a good set of pencils and learn them. Learn your soft/hard pencils. Learn the grades and how to apply them. This will give you more control when shading.