Once the Quickshade or Agrax Earthshade is dry take a light sand colour and dry-brush the brickwork. Any light sand or bone-type colour will do. If I am doing a lot of walls, I go to the local hardware store and get them to colour match colours for me. For these though I just used miniature paint. Iraqi Sand by Vallejo to be precise.
The next stage was smearing regular filler mix over the brickwork and then before it was dry, wiping it with a wet cloth. This will leave some filler in the gaps between bricks and also remove some of the paint from some of the stones. It gives a nice irregular finish. Once that was dry, I just tidied up the bits where the Quickshade had gone over areas where I didn't want.
Next was painting some Citadel Nihilakh Oxide on the rooves. I was quite liberal with this because I planned to lightly drybrush copper back on to blend it in a bit.
The steelwork was drybrushed in shades of Green. I used Forrest Green from Wargames Foundry.
For this building the windows and doors were spray painted black and then drybrushed with German Grey for vallejo. I felt that the darker windows would look good against the otherwise relatively light-coloured building. I also picked out a few random bricks with Army Painter Leather Brown and Vallejo German Grey. I do this just to make it look like I spend more time on the brickwork then I actually do, plus it adds a few little extra details.
For the Nef Station I went with green windows and railings at the front. For some reason the green metal windows just felt like train station to me. I'm not sure why.
Weathering the brickwork was the next step and is incredibly easy to do. I used Vallejo light grey wash and basically drew lines down the building on the brickwork. You can make it as subtle or as pronounced as you like by just adding more layers. (The brush I used had snapped whilst frantically paint plebians for my Circus Maximus project last month.)
The next stages will be to figure out some stained-glass effects for the Nef Stations large windows and to paint up the lift shaft cages that go inside it.
Anyway, that is basically my quick method for painting buildings. There are plenty more to do but I won't bore you with breaking down the steps for each building unless there is something drastically different that I do.