1. I have no idea how Nate or Superfly does it, JB73, but there's this really really simple method to give the panel lines the 1pixel shadows.
I'm not sure how much you are familiar with the Photoshop program, but if you know how to use it, then u can simply utilize the selection options to do it easily.
CTRL+click on the layer which contains the panel lines. That will marquee all the panel lines present in the file.
Then, modify the selected area(becareful that you do not move the underlying, initial panel lines with it) by moving it down 0.5~1 pixel, and left/right 0.5~1 pixel.
Choose a tone a darker tone of color, and color the selected areas with it and voila, you get a nice 'shadowed' panel line.
2. That's not a gradient. That "grain", is a result of RGB colors being transformed into 256 indexed colors. When you change the RGB to indexed colors, a 50~75% dithering will give that grain.
Gradiating or highlighting the plane, is pretty much how you'd highlight a model plane. Simply use brighter colors and a touch of white over round/bulged surfaces, and use darker/black colors on the edges to give a 'rounded out' effect.
3. The "sharp edges" are a result of using the pencil tool with created paths. For some reason, Photoshop pencil option does not allow anti-aliasing.
However, you can simply choose the brush tool instead of the pencil tool, when drawing a line which follows the created path. The brush tool, will use anti-aliasing, and make it look 'soft'.
I've seen even the default skins having the 'blocky' lines, and that's probably because Nate and Supe didn't have enough time to fix the small details.
When laying the panel lines over the plane, the blocky lines a la pencil tool is much easier to cope with. The brush tool gives out softer lines, but since it 'smudges' the lines to bring out that effect, the curved lines may look awkward when the skin is finished, and you have to fix the small problems manually.
