Gordon Highlanders:  I've never painted highlanders before, perhaps a bit surprising since I joined a Scottish regiment when I was 18, so I always wanted a few of these elite soldiers for a new force for colonial gaming in 19th century Sudan. So, first I did a bit of research and found some good examples of painted figures on the web.  Here are some great ones:
http://www.perry-miniatures.com/product_info.php?cPath=23_35_49&products_id=2389
http://over-open-sights.blogspot.co.uk/2011/07/perry-sudan-gordon-highlanders-3.html
http://www.treefrogtreasures.com/forum/showthread.php?17991-London-Show-5th-December-2009-Photo-s-amp-Report/page2
http://media.photobucket.com/image/gordon%20highlanders%20sudan/AndersHeintz/Blog%20Pics/Horan%20Figures/Horan_26_4x6.jpg
http://www.johnjenkinsdesigns.com/GDH02.JPG
http://www.perry-miniatures.com/pages.php?page=sudan-uniform-guide

Then I figured out what paints to use. The Vallejo paints are from the Model Colour range.  Here are the main ones:
Kilt: GW Dark Angel Green
Tunic: Vallejo Luftwaffe Uniform
Flesh: Vallejo Brown Rose
Belt/Helmets: Vallejo Khaki
Wood/Water Bottle: Vallejo Flat Earth
Brass: Vallejo Brass
Steel: Vallejo Natural Steel

The tunic was basecoated with Luftwaffe Uniform and the kilt was done with Dark Angel Green.
3 broad strips of GW Regal Blue were painted horizontally around the kilt, followed by thinner horizontal and vertical strips of Vallejo Medium Fleshtone. I find yellows are too bright for this sort of cloth and using the flesh colour makes it appear to meld with the kilt as it does on the real thing.