Seems like eyes are something that everyone develops a personal technique for. I found a lot of suggestions on here and other sources very helpful, and eventually settled on this technique.
Like most, I now start with the eyes. After priming (white or gray), I paint the eye area with an off-white (usually Reaper\'s linen white). Then I paint in the irises pretty much as Dragonreach described. I use black sometimes, I\'ve also found a very dark green or brown to work. Haven\'t had much luck with dark blue yet, but I need to try out a few more paints, I think.
Then I paint the outline around the eyeballs. I find a thinned dark reddish-brown looks a little more subtle and natural than black on lighter skin tones. (I\'ve gone too subtle with this at times, though. Which photographs fine, but loses impact for in the hand viewing.) I only worry about outlining the eye nicely, the brown that goes all over the rest of the face gets cleaned up when the base coat of flesh gets laid down.
It usually still takes me a few tries, or needs some touch up here and there as I go, but that\'s what works for me, for what it\'s worth.
I dunno if it\'s weird or not, but I usually don\'t finish up the eye and mouth details (shading/darkening, or makeup on female figs) until quite near the end of painting the fig. For makeup particularly, I like to see how the clothing has come out before finalizing the makeup colours.