Shading a portrait face

Can I use pen tool for shading? whenever we draw using watercolor or pencil, we can create a smooth light and shade effect starting thick at the edges and then going thin. In Illustrator when I use blob brush with low opacity I try to achieve the shading effect. It is successful, by creating more layers with different opacity. To extend This is OK. But is there any other way to achieve the shade? not the sharp edges. Thanks