Oil pastels are very different from the pencils and colored pencils.  Oil pastels are made to be very blendable---they are soft, oily and designed to be mixed and spread together on the paper.  They are used by professional artists especially for these qualities.

You can mix pastels to achieve the right shade by drawing with one color over another color in circular motion.

Use white, grey, or black pastels to change the value of a color and its brightness.

Usually use lighter color over darker one. (Darker color should be applied lightly).

One can also create textures by first applying bold color to the paper and then going over it with another color until it is completely covered.  Next, use a razor blade to scratch off the second color, revealing the color underneath.  It creates a result similar to a scratchboard.

By using a solvent (50/50 turpentine and linseed oil) with oil pastels, one can achieve results similar to painting without actually using brushes and paints.

You can always use just either one of them. Adding turpentine will make pastels dry faster than oil alone.

Use a Q-tip or a cotton ball to blend colors.

Using a cotton ball with a solvent is great for coloring large areas in your drawing (sky, backgrounds, etc...)

If you are laying out your drawing with pencil first, be sure to draw lightly, as light colors will not fully cover dark pencil marks.

Here is an example of a student work in oil pastels

 

 

Remember that you cannot do detail work in oil pastels!
The best detailed work can be done using paper stumps.