Spriting with GM's internal Sprite Editor is what I do.

Lesson 1: The Box

This lesson covers:

-Basic ability to sprite

-Very Basic Shading

The Box is by far the easiest thing to sprite. They have an easy shape, and can look decent with only 4 colors.

Step 1. Go into the editor, and start editing a blank 32x32 sprite. Use the rectangle function to make a border around the enitre sprite, as such:

Step 2. Color the inside of the sprite any color. I'll choose red in this case.

You COULD end there, but that really doesn't look good.

If you want to make it look better, you could do this:

Step 3. A quick method of shading a box would be as such. Draw diagonal ines from one corner to another. That should make something that looks like an X.

After that, pick a lighter and darker kind of the color. Example:

Ok… that looks better, but is still not that good.. You want to add in a more realistic shading style. You can stop here, or you can go on.

Step 4 (True intro to spriting). Look at your sprite.

Towards the center, it looks like a peak. We will incorporate that with a simple gradient to make it look good. (WARNING! Do not overuse gradients! they look good, but people prefer dithering to gradients)

This step isn't real easy to explain, so I'll just show you the outcome of the gradient. look at the sprite up close (zoomed) and I think you will understand how to do it.