For drawings per se, it's helpful to study photos of people & objects that are lit in different ways -- from stark to diffuse lighting, lit from all different directions. Black and white photos are best for learning to draw values, since colors can mask how the shading actually occurs. Remember that you can adjust photos you cull from the net for this purpose, subtracting the color in Photoshop. (The pat answer to most art questions is "draw from life!," but life drawing isn't very practical in this regard, since you need a light to see your drawing, and that can interfere with the lighting of your subject, and/or your perception of it: a subject looks darker when you keep alternately staring at a lit tablet. Also, models can't hold the same pose for as long as you'll need to experiment with shadows, and any movement on their part will change those shadows.)
DVDs are especially helpful, since you can rent or own B&W movies (or subtract the color from color movies, depending on your TV) and pause them at appropriate moments. This gives you a whole scene to practice from, and everything in the scene will occupy the same lighting scheme (as opposed to trying to properly light the sofa from one photo the same way as a the figure from a different photo).
Practice treating the shadows on a subject as their own distinct shapes. Sketch in the shadow's shape, and then soften the edges as needed. This will help prevent your shadows from becoming amorphous and getting away from you. Distinct/stark shadows read more quickly than diffuse shadows (which is a boon to cartooning, since you'll typically want readers to absorb each panel quickly), so learn to soften shadow's edges as little as possible, in only the most needful places, without appearing arbitrarily stark. There's room for subtler effects, of course, but it's best to have both approaches in your arsenal, and starker shading is harder to master.
Study artists who use shading well. Guys like Wally Wood, Mike Mignola, Frank Robbins, and Hugo Pratt are good for basics, though their shading is so uniformly stark that it can become tiresome or obvious if you lean too far in that direction *coughfrankmillerahem*. Frank Frazetta is better than them at making his shading appear naturalistic while relying on the "stark shape" approach I describe above:
In addition to defining forms, shadows and values are important to composition. Group your dark areas in ways that balance the viewer's attention and clarify the scene. Buscema's lesson on spotting blacks in How To Draw Comics The Marvel Way is probably the best you'll find on this subject (pgs 152 - 155, also see 110 - 115, and 148 - 150). Look also to classic b&w films for value composition. Turn off the sound, hold a big black crayon parallel to your sketchpad, and quickly sketch the value pattern in each shot as the movie plays.
SHADING IN NARRATIVE
The lighting in my own comics is typically indifferent unless a certain effect is obviously called for, but I'm trying to change that. Here's my process:
1. Identify the time and place of the scene. I'm currently working on a "cowboy"-style story that takes place on another planet in the future. The script suggests it's a daytime scene, and the atmosphere is like Earth's.
2. Determine the emotional tone of the scene. This will enable you make appropriate choices about anything the script doesn't spell out. The emotional tone of the story I'm drawing is light & humorous, with an undercurrent of burden or obligation: one character is trying to prove himself.
3. Block the scene. Plan out where the characters are standing in relation to each other and their surroundings, and where they will move throughout the scene. This will spare you from having to unrealistically 'teleport' characters around later, as they perform the functions the scene requires. It's helpful to diagram this from above, chessboard style, but keep in mind that the scene will likely be read laterally.
4. Light the scene. With steps 1 through 3 in mind, determine how lighting can suggest the locale, the time of day, and the scene's emotional tenor. In my story:
*We're going for a Western feel, so I'll assume the clear air and stark sunshine of the American Southwest. It's a busy town scene, so I'll depict a noonday sun. This means small, stark shadows on the underside of everything.
*My characters enter a town via the main road and part ways. Their entrance must introduce them, so the lighting on their faces will initially be bright.
*But I want to throw the main character in shadow to suggest his burden, so I'll hang an eave over where he remains when the characters part.
*He's then approached by a small boy for a humorous moment, so in that shot I'll bounce sunlight off the ground to light his face secondarily, avoiding a totally dark, threatening countenance.
5. Thumbnail the scene, choosing precisely which actions to capture in panels, and those panels' points of view, shapes, cropping, etc. Lighting can be further adjusted to compensate for choices you make at this stage, but since you've already done the work described above, it will be easier to choose when and where to frame your panels.
At this stage of the game, you can look for ways to use lighting to establish depth. For instance, if I frame my main character from the front when he's beneath the eave, he'll melt into the shaded background, but if I frame him from the side or from behind, his darkened silhouette will "pop out" in contrast to the sunlit background.
Here I can also combine framing with lighting to direct the readers' attention. When I want to introduce the small boy, I can frame his pale figure between the main guy's dark silhouette and another shaded object, or I can portray him near shadowless objects (such as a sunlit wall), and throw a dark noontime shadow beneath him exclusively, to draw our attention.
Most cartoonists fail to take advantage of lighting, but Alex Toth is a great one to look at for lighting scenes. He would often scold his colorists for failing to play along with his lighting schemes: colors too dark for a bright scene, or too bright for a dark scene, or of uniform value when he intended certain characters to "pop out." Perhaps his partial color blindness made him especially sensitive to values, while his colorists were maybe preoccupied with hues (getting them to match and look pretty). Another good artist to check out is Jorge Zaffino. He was great at secondary lighting (lighting characters with light reflected off of nearby objects), which is helpful for popping characters out of darkness, or suggesting dim lighting.
I think the unrealistic shading that we've come to expect from comics is part of why comics command less respect than film or prose (and why unrealistic films are dubbed "comic booky"). We should strive for better. There is elbow room for incorrect shading in drawing, since drawing itself is an unnatural representation of reality, and since contrivances can be useful in certain contexts (such as dream sequences, or Mel Brooks flicks). But the more liberties we take, the harder it is for viewers to suspend disbelief and 'enter' the image. It's like the difference between filming on location and filming on a set. Visual authenticity tends to cast a stronger spell over the audience.