We are blessed to have a very sunny art room with lots of windows. This can also be a curse when you are trying to practice shadows and such. The students watch many videos and my examples of how to shade a sphere. We practice drawing the spherical lines around the light source, or where the highlight is. The students have already created many various value scales by this point, practicing stippling, hatching, and cross-hatching. They are ready to transform circles into spheres!
We obviously used mixed media to create these (some watercolor, oil pastels, pencils, pens, and colored pencils). The students did exceptionally well.
Please see the following website for various value drawing exercises and videos: