@ Dave: I find your drybrushing with bleacehed bone intriguing, and will experiment. Expect my response at a future date.
I was asked for a How To on painting white, so I threw this together.
I do several different types of white, but this is what I would describe as 'Simple, Dirty'. And we'l have none of your sniggering on the back rows, please. Yes Mr Buggrit, that means you. Now, what so I mean by 'Simple'? Its a basecoat followed by a wash and two highlights only. And as for 'Dirty', I mean the type of finish. All painted white will work from a basecoat that is off-white. Its just the way these things work. For clean, I start from a blue-grey, and for dirty I start from a brown-grey. Typically I use Astronomican Grey for 'Clean' or Denheb Stone for 'Dirty'
Stage 1:

A simple basecoat with Dheneb Stone.
Stage 2:

A quick wash (fairly heavy, no dilution) of Devlan Mud. If I wanted a 'Clean' white, I'd be using Badab Black instead.
Stage 3:

Reapplication of the basecoat. Putting a highlight straight onto the wash creates far too harsh a contrast for the smooth white I'm looking for, so I reapply the basecoat in most of the areas. I leave the recesses dark and settle for a flat colour elsewhere.
Stage 4:

A highlight 1:1 mix of Skull White and the basecoat (in this case Dheneb Stone). Make sure your paints are nice and thin and that you have a decent brush, or this could get ugly.
Stage 5:

A final highlight with Skull White.
n.b. I have taken a bit of a cheat here. White is easiest to paint in areas of small detail. Large flat areas of white are incredibly hard, one of the hardest things in miniature painting as far as I'm concerned. However, the same basic principles should be applied, just scaled up.
When painting whites, the best tip I can give you is to keep your paints thin. Very thin. You really will notice a difference.
Hope this helps someone. Sound off if you have any questions or comments.