I always use the clipping mask method, but depending on the picture I'll either do all the base colours and shading in SAI with a brush tool or I'll do the base colours in SAI and then bring it into Photoshop and use the Pen Shape tool, rasterize the layers, combine them, and clip them c:
Depends on the feel of the picture I want. If I'm trying to do something to imitate the style of Kishimoto I use Photoshop for shading and use the Blur More filter when I'm done, and when I'm drawing more in my own style I use SAI for shading!
I prefer to use clipping mask. With multiply I don't get to mix colors in shading and with opacity lock I can't edit the shades without messing with the base or other shades so clipping mask is preferable so I can have a different layer for each individual color
Alright, I'll explain it (try to anyway lol ) for photoshop since it's the program you use
Opacity Lock: On the layer section, near the "lock" there is a symbol of a box with white and gray checkers, and selecting it causes only what you filled in for that particular layer to be colored on. (ex. having a separate layer for the skin and by locking it, only the skin can be painted over with the shading or highlight color, nothing outside of it can unless you unlock it)
Clipping Mask: Create a new layer to be above another, shade it, and by right-clicking the layer and selecting "clipping mask", whatever you shade in the clipping mask layer will only show on what you painted in the bottom layer. (Ex. Having a separate layer for skin and making a new layer for the shading, while you're shading it goes out of the skin and it shows until you put the clipping mask on, then the shading only shows on the skin and nowhere else where it previously did. )
Multiply Method: By changing the layer blend mode to "multiply" (left to the opacity in the layer window) you use a light gray color and it will look like if you just used the color selector and making whatever color a darker shade.