If your using GW (Citadel) paints, you\'ll definately have to water them down. They have a very high pigment concentration. I\'ll typically use a 3:2 Paint:Water mix for the basecoat (depending on how dried out the paint is - I really hate their paint pots), for Vallejo a 3:1 ratio. If I\'m doing a highlight I go to an almost wash mix probably something in the area of 2:3 or even a 1:2 Paint:Water ratio, make sure your not leaving behind little puddles with your brush (unless you need them - depends on what you\'re doing) and go over them a few times to blend up the color. It takes a while but it works. You can check out my Neophant (mini no. 10032) to get an idea of the blending. Keep in mind that was my first mini, so my blending has improved somewhat since then.
Just remember two things, paitience and practice.