Before going into detail with techniques and methods I will briefly go through the items on my painting table:
For paints I use mostly Citadel Colours supplied with Magic Color inks and some of the Clear Tamiya Colours. I have tried using Vallejo paints, but I only use them for things like cloth and leather when I want a very realistic and flat finish - the paints are very matt which does not always seem to suit my painting style. For undercoat I use Citadel black and white spray primer.
I use a variety of brushes - Citadel brushes and different brush types from the art store ranging from cheap ones for dusting off miniatures to Winsor & Newton series 7 for detailwork. Overall, I prefer brushes with long bristles as they can store more paint which is an important property for a good brush.
My converting and sculpting gear includes various files, scalpels, a big craft knife, fastening pins, tweezers, pliers, a pin vice, a drill, and a wax file.