Here are a few images:
Mercenary Captain (1999)
Missionary Judge (2006)
Duchess Death (2011)
A short standard write-up would be close to my description of painting red in the chaos warrior tutorial on my website.
A great colour when painting red is Citadel Scab Red since it covers horribly, but has a silky transparent finnish and a good surface strength that makes it go on very even and smooth. It is very good for mixing with strong red ink and layering over an already shaded and highlighed area. Sort of blends it all together like a tinted layed over an image in Photoshop if you know the effect.
Another colour is Bleached Bone that can give more subtle transistions for the highlights. I then only add white for the very final highlight.
More recently, I have started to experiment using an orange Winsor and Newton artist ink over an already shaded and highlighted orangy red. This is what I have done on the recent figures shown here - the checked shield on the Daemonhost and the red hood on the Skulker.