I think others will probably give better advice but here is how I would do it.
Paint a base coat of flesh. However, for each new figure put in slightly tiny amounts of browns (or tans) as no two people have the same exact skin tone. However, use common sense here. For example, dont paint a WWII German infantry figure with the same skin tone as an African.
Then consider an ink wash, probably brown. For more info the best person I can think of to speak to about this would be the guys from your local Games Workshop store. The ink will run into the recesses of the face and darken things like eye sockets, skin folds etc. If you dont want to use inks take a paint a shade or two darker than the figures skin tone. Then really thin it down. I dont know how much to thin it down as Ive only ever used inks but you want it thin enough that it doesnt affect the main colour of the guys face, but thick enough to colour recesses. I personaly prefer to dip my brush and get as much off the brush as possible, then get a little more. This isnt like dry brushing, but I call it semi-drybrushing.
Then take a colour a shade ligher than the figures skin tone and dry brush over the top.
Would love to see your results when you have done it.
Actually you have prompted me to buy some of those kids soldiers and have a bash. Hmm, perhaps a tutorial coming up?