I take it you want to use the brush more than the pencil tool?
In general, it helps if you have a good sense of scale and perspective. Visualize in 3 dimensions as you draw, and keep things proportionate.
When doing outlines, experiment with color. Don't always use black. Try darker shades of the fill color, or lighter shades if the fill color is really dark itself.
In my opinion, get smart as to how light plays off objects. Consider both shadows and highlights. Lighting is probably the most important thing to consider here.
For shading, I like to start with a solid fill color usually, then go afterwards with the pencil tool and draw out wherever I want shadows (or highlights in some cases). Then take the fill color, darken it a shade in the color palette and fill in your shadows. Then just erase all your pencil lines. Also consider light sources when shading objects for realism. Shading is one of the most important things when it comes to making your artwork look less flat and fake.
If you're having trouble getting the look of something right, just Google images for reference.
Speaking of that, here's a good tip that's helped me - often it will be tough getting coloring right in your artwork; what comes to mind when choosing color for things like, say, hair, clothing, etc. isn't always how it is in reality. Try finding an actual picture of what you want to draw. Import it into Flash, onto your stage, and with it selected go to Modify > Bitmap > Trace Bitmap (depends on your version of Flash). This will break it down into vectors, and you can select colors. Helps with shading too, and texturing.
Try to avoid large open areas filled with 1 color. Add shading (see above), texture (try random spatter or strokes with the brush tool - don't contrive it though or it won't see authentic), or when you can, throw in the occasional detail - a couple bricks in a wall, an oil stain or manhole cover in a street, etc.
Lastly, watch movies that others have made here. Pause them on good scenes for ideas.