Lisa,

I do a lot of this and I do it using the "Paint with light" action that you can download off this page:

http://www.atncentral.com/download.htm

It is pretty similar to what other people have suggested, but it automates the creation of the layers.

What it does is create 2 layers - one Colour Burn and the other Colour Dodge. One with a white mask and one with a black one. To make bits lighter select the black layer and a white soft brush at around 6% opacity and just paint in the light bits. Reverse for dark.

You can be quite subtle, or go way over the top like I do by painting in more light and dark until the contrast is other worldly.