Split-toning in Photoshop
This is another one of those techniques that I was sure everyone knew about, but given that I've gotten a couple of questions about this picture of Rusty, I figured I should talk about how I did it.
The term split-toning comes from the wet darkroom. I'll quote the excellent description in this article on split-toning from Handcolor.com:
Split toning is when the toner acts only on certain areas of the print, the middle or low values, while leaving the rest of the print with no color change. The old Agfa Portriga (particularly in the matte finish) would often turn a beautiful purple-brown in the low values, while the rest of the image would remain unchanged. This resulted in prints with much greater apparent "depth."
I'm starting to really like the digital equivalent when I post black and white photos, for much the same reason. Pure black and white images are often a little washed out onscreen, especially when they're shown in context with color images. I suspect this has something to do with the way images are displayed on computer screens, but I don't really care enough to investigate. Also, prints (whether silver gelatin or inkjet) are never truly black and white -- they all have a little tint based on the emulsion, paper, and/or inks.
This technique would also work well for those of you printing black and white images on color printers.
OK, let's get to it. First, here's our regular black and white image. I've deliberately chosen one with strong contrast, to make the samples more obvious, but you can get beautiful results with much more subtle images.

The way I like to add color to a black and white image is to create a new color layer, fill it with the color of my choice, set the blending mode to multiply, and drop the opacity of that layer down. Here I've used #FF9000 and an opacity of 16%. I like the way it looks in the shadows, but the highlights look a little tacky to my eyes -- like they're behind a sheet of yellow glass or something.

Dropping the opacity of the layer to 6% makes the highlights look better, but now I'm not getting the richness in the shadows I liked before.

This calls for a special technique. First, let's bump the opacity of this layer back up to 16%. Now, on the layers palette menu, choose "blending options". In Windows, you can also find this on the right-click menu if you right-click on the name of the layer you want to affect.
Down in the bottom-right corner of the dialog box that comes up, you'll see a pair of sliders like these:

We're interested in the bottom one, here. What this slider does is change the transparency of the current layer based on the layer below it. Any gray tone that appears between the sliders is opaque; any gray tone that appears outside of the sliders is transparent. It's easier to understand if you fuss with it yourself, but here's an example: I've dragged the highlight slider to the left, so anywhere the layer below the current one has a gray value brighter than 140, the current layer is transparent.

As you can see, this gives kind of a patchy effect, but I'm getting closer to what I was looking for: the shadows are getting the tones, but the highlights are being left alone.

Now let's get tricky. Take a close look at the slider we just moved. Notice how it's got a line down the middle? Almost like you could, oh, I don't know, maybe... split it in two? Bingo.
Hold down the alt or option key, click on the right side of the white slider, and drag it to the right. Zout alours! The slider has split in two.

What happens when you split the slider is that it smooths out the transition between opaque and transparent in the current layer. Where before the pixels were either on or off, we now have a nice gradient: pixels below 106 are opaque; pixels above 170 are completely transparent; and between those two values the pixels are some intermediate step. This gives us a much nicer looking image:

Instead of the abrupt jumps between toned and not toned, we now have nice smooth transitions. My highlights are largely untouched, and my shadows have the richness I was looking for. Success!
You can, of course, use this same technique to end up with an image that's much colder in the shadows, too:

Here's the original again so you don't have to keep scrolling back and forth to compare:

I hope that turns out to be useful for some of you.
If you want to get really tricky, you can tone the shadows one color, and tone the highlights an entirely different color... but I'm going to leave that one as an exercise for the student.