Shading used to take a lot of time and mean several, sometimes many firings. There's nothing wrong with this: why should beautiful effects be quick and easy to achieve?
But shading also used to be a worrying experience: "Has it worked?" you'd ask yourself - and then you'd have to wait for it to fire before you knew.
Now we think the techniques we use make shading more enjoyable than it used to be. And also more immediate: you can see quickly that it's worked - and you can also make adjustments till you're happy:
If you're interested in shading, look here.