Keep enough of the subject pure black, that's the main trick (same thing works well for reds).
You do have to highlight of course, but control how light you go* and be careful about where you place the lighter mixtures. IMO too often these days painters go way overboard on how light they go, even if it's just on extreme highlight areas; this is the reverse of not using a very dark grey to shade something white, to try to keep it looking like it is white.
One other thing, I would recommend you don't just use mixtures of white and black, as these will invariably end up slightly blue which isn't often appropriate.
*Scale is a factor here: you need to highlight more for smaller scales, much less for larger-scale figures and busts.
Einion