Drybrush with a dark grey (Edit: Codex Grey), paint the metal parts with tin bitz (don't know the new name for it), give it a wash with a black wash (badab black/nuln oil) and then drybrush with boltgun metal/leadbelcher! Then, for added effect, drybrush the bottom of the robes with a few brown tones to make them look travel-worn! Hope that could help!

I would back up that method, it's all about shading. Basically darkest shades in creases and folds, shaded lighter on edges and top levels of cloaks. Next time your out have a look at people's clothes and see how light hits it and causes dark and light areas......but don't stare and get arrested lol. Washes and watered down paints are great for creating dark shading.

I'm a fan of highlighting to blue on my nazgul. by changing the colour it allows me to keep the overall model very dark but still give the definition that I'm looking for. Not something like ice blue, but adding a bit of regal or ultramarine blue to the black and bring it up a little.

I've also found orange and green work well but you have to keep it dark or they look strange.

Stick with whichever of those two lightings looks most life-like..good start too, while I don't care for those models, I do like your style.

I have to agree with RangerofTheNorth. Your paint style seems to complement the models better then the one GW uses IMO.