I bought a pack of inexpensive student grade oil pastels from L'Arte Art Shop in Haddonfield, NJ. Just a whim, really. The entire pack was less than $10, and I had never used them before. I know I don't particularly like chalk pastels. Oil pastels at least offer some bold colors and you can use turpentine to thin the pastels out, so I gave it a shot. I supplemented this pack with some extra Van Gogh brand oil pastels from Dick Blick in Philly.
I figured I would start off with something simple and not from perspective. Went with a flower to see what I could do with layering and blending. In my initial experiments, you can blend with a blending stick, but often you simply "push" the colors around, which is fine. If you have ever used the "push" brush in Paint Shop Pro or Photoshop, you will know that you can come up with some pretty interesting effects. You can actually pick up a pretty inexpensive set of clay sculpting tools to help you with pushing, and scraping and shaping the oil pastels.
Blending with turpentine: I tried using a blending stick and actually dipping it into a bottle of turpentine. This got a little smelly (toxic fumes, FYI), and I had to place the toxic blending stick into a sealable plastic baggie. This didn't seem like the best option. I then started to use turpentine on a paint brush. This was better, because you had more precise control and you could "brush" the color in a brush stroke, somewhat mimicking oil paints. Obviously, depending on the shape and size of the brush, it will give you a different blending effect.
Scraping/Cutting: Another effect you can use would be to cut away color or scrape it away. This is interesting because it depends on how you are blending. If you used white pastel underneath and then added on different colors and blended them, then when you scrape away, you will see the white of the paper or board you are using (or other color, etc.). If you were heavily using turpentine and blending the colors together, you will not necessarily get a crisp original paper color underneath. This could be good or bad. You can use the scraped away color (white) as a pure white highlight, but also you can add white pastel to the already color blended paper. It depends on what effect you want. In my experience, white pastel added as a highlight will make it look more like oil paints. When scraping away color to reveal white, it appears to me to resemble more woodcut or linoleum cut art.
In the flower example, you can see where I can scraped away color to make the vein pattern on both the flower petals as well as the leaf. You cannot get that kind of detail work "adding on" white pastel as a highlight, whereas with an X-Acto knife, you can cut and scrape very fine details, carving it out of the oil pastel.
With the self-portrait, I definitely went with more of the oil paint simulation. I basically, applied the pastels, blended, applied more pastels, blended again (liberal amounts of turpentine). Added shadow and highlights using dark and light colored pastels.
I would love to hear any suggestions and/or techniques I can try.