I used to dodge and burn and it wouldn't even look like shading, I eventually started looking for tutorials, and there's a lot of good ones, out there. Especially if you use SAI (I'm not the best with shading, but at least it's better then dodge and burn)
I don't have photoshop, but I do have gimp. I don't use it a lot, except if I attempt to make a good piece. Which.. doesn't happen a lot. And, I usually use Paint.net, and on there, there is none, so technically... I just do the darker and light shade and blur it. I abuse smudge for shading, but usually not dodge and burn. Maybe dodge, but.. not burn. Again, I just use smudge. But that's when I feel helpless with Paint.net.