If you want to keep them really dark, I'd base the skin with black, and drybrush kind of heavily with their darkest blue (which I believe is called either Midnight Blue or Nightshade Blue - I'm at work, so I'm unsure), with maybe a lighter drybrush of the next darkest, which I think is the other of the two I listed above. If you want the detail to stand out more at this point, try a VERY light drybrushing of Space Wolf Grey - it has a bluish cast, so it won't look too out of place. You'll get a smoother look if you mix a little dark blue into the SW grey before the final drybrush, but it isn't necessary.
