Here's a few hints for making skin look transparent and full of depth...
#1. First of all NEVER use pure white or black. Use tints (colors mixed with white) and shades (colors mixed with black). If you use pure black it will look amateur and if you use pure white it will look like a bad movie poster from the 80's.
#2. Glaze (or the digital version- low opacity layers) alternating cool-tinged colors with warm-tinged colors. It also looks great if you work on the face with a slightly darker color than the end result, then add a thin cool layer on top that's lighter (see example on the blondie above- step 2-3)
#3. Stay on the gray side of the color box. I pushed it this time- really graying all of them more than I usually do out and I got a nice naturalistic result. I'm trying this in my traditional paintings too. It's good to experiment with your palettes. If you see a painting you like by another artist, bring it into photoshop and color pick from the shadows, mid-tones, and especially the lightest highlights.