@nutter, it seems flat because the light source isnt properly defined, try gently blending the pure white to grays to black in circular motion,if the pen pressure isnt making ou comfortable, go to your tablet properties and change the setting to hard. it will be easier to define the pressure now. Or you can also do cross hatch and easily get a spherical shape.

@panda: lmao, actually that way is good if you only want a sphere, the sphere nutter created was to practice shading using tablet, i think you will know it better than anyone else since you are a traditional artist :P