Painting black doesn't really work. You need to paint them a dark grey so you can go down to black in the shadows, then a lighter grey in the highlights. You can think of what "black" looks like in real life, its really just shades of gray.
I prefer a Vallejo game color called "Heavy Charcoal" http://www.thewarstore.com/product52174.html
That is what I used to paint Nick's Black Templar army.
http://i.imgur.com/8I1QLi5.jpg