If you're anything like me, then your first time painting skaven is when you play Mordheim. Not to worry! Kryss the Bloody Claws of Eshin is here to help! It's easier than you would think, actually.
Here we go in easy to follow one-two-three format.

1.Prime. I primed white then painted black, but I think it would be the same if you prime straight black, it's all going to be black anyways.
2.Base colors. For a regular Skaven, drybrush the fur and skin with Scorched Brown. Also, any metal should be kept black and any leather painted Scorched Brown.
3. Skin. Skin on skaven is almost like humans. I dry brushed Dwarf Flesh over the skin areas which are usually the face, hands, feet and tail. Then ink with Flesh Wash and allow it to dry. After it is dry, dry brush Dwarf Flesh again and ethier highlight with the other fleshes up to Elf Flesh or just drybrush Bronzed Flesh and you're set.
4.Fur. If you've already drybrush Schorched Brown, you just drybrush with Bestail Brown and then just a light drybrush of Snakebite Leather. Vomit brown and Leprous Brown are way to yellow for me.
5. Equipment. You can just paint clothes the color you want and then drybrush with a lighter color. For example, when drybrushing blue, you can add white but with red or green, you would add yellow. Leather is painted Bestial Brown and then Snakebite Leather.
6. Metal. Metal is always undercoated black and then the metallic color of your choice. I drybrushed the Skaven's swords with Boltgun Metal and then used the Chestnut ink to make them look rusted. I then drybrushed Boltgun Metal agian and then Chainmail.
7. Details. Paint all small things, like throwing stars, knives and pendants. Paint the eyes red.

I have had a few instances where I painted Undead for my Warhammer army. I have a great recipie for skeleton wash, but Mordheim uses dregs, ERRGH! Oh, well.. here's how I made most of my zombies for my regiment. (Note: This can look a little sloppy but just take time and don't go too fast like I did. Oh, did you know with one boxed zombie set and extra from the skeleton set, you can squeeze 35-40 instead of 20! Try it!)

1. The zombie's flesh is colored Rotting flesh. The other details are picked out as needed, such as black for metal and a dark brown for leather. Color any guts or spilled brains black.
2.When everthing dries, wash the zombie (everything) in watered down Black Ink.
3.Drybrush flesh in rotting flesh. Drybrush guts with Scab red, highlighting up to Blood Red.
4. Go back and pick out details if you like. Make sure to add blood all over the place, especially where the get wounded. For blod, start out with a darker red, Blood Red by itself looks too bright.

One thing that can be a hassle is Vampire flesh. Etheir they look too alive or too grey. I found a solution to this when making my Vampire Counts army.

1. Paint flesh Elf Flesh. This will make it look lighter than a living being should be, but is just enough so that you could mistake one for a human at night.
2. Wash the flesh with watered down black ink. Not too much, or it will look too dark. You may notice I use the Black Ink alot for Undead, that's because the shadows will be dark, but the highlights will be whitish, giving a goth feel.
3. Drybrush (Very little) Elf Flesh, then agian with Pallid Flesh. I also used this on my Mutant for my Possessed Warband to make him look a bit sick. (If I had a scorpian tail and a claw, I'd be scared of my own reflection!)