One of the Stitchers asked what DMC colors she might use for two-toned shading on a white object. Jill Martz came up with this answer:

There are a couple of different options for shading together with white. Most of my shading has been done in gray tones. The DMC colors I usually use for this are:
762 very light gray
415 a slightly darker gray

I have also seen shading with white done in VERY muted tones of blue.
:::looking at DMC color card and remembering:::

Depending upon how much contrast you want in your shading, you can use
3756 a very, very light blue
775 just a shade darker

Or you can use:
775 as your lighter color
3325 as the darker

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From CraftTalk Newsletter by Herrschner's
September/October 1998 Edition

Note from Cameo: I think this tip is more applicable for surface embroidery than counted thread embroidery.

Artists use dark colors to create shadows and depth within a picture. Light colors build upon dark tones to create the illusion of depth. You can add dimension to your needlework by applying this same basic concept.

Where possible, begin stitching the darkest colors first - these are usually found on the outside of an design element to create shadows for a 3-dimensional presence. These first few stitches will be the flattest on your fabric.

Note: There can be many "elements" within your design ... dark colors are used within the body of your design, in addition to around the perimeter, to add definition and depth to the picture.

Working your colors from dark to light builds up the thickness of your threads adding dimension to your work; each additional color is worked over the previous shades, consequently padding your stitching as you go. The lightest shades, which create the highlights, will be padded the most, ultimately creating a 3-dimensional appearance to your stitching.