I use paint pigments on larger pieces like armor and such. They work fantastic on larger pieces and you can do a lot of different things with them. Not sure if you looked at this, but this mini article has some fantastic examples:
http://www.missing-lynx.com/rare_world/rw05.htm
Pigments are wonderful, but as mentioned above, have limited use on smaller models. I haven\'t done much with them except dirty some boots with dry techniques, but an enterprising soul could make some neat mud sticking to feet and clothing. I will say that pigments do speed up the weathering process; another advantage is that they can add actual depth to your dirt and grime, somthing that paint cannot do. They tend to have a rather flat, very realistic look about them; whether you\'re going for that look really depends on your painting style. Lastly, pigments should be combined with other techniques to complete a model. You shouldn\'t rely on them solely to complete a model\'s weathering.