My approach to getting a strong tonal structure is based on the fact that everything is relative to everything else. A middle gray on a white canvas appears to be dark while the same value on a black canvas looks light.
In watercolor or pen and ink the white of your paper is a given so you proceed down from there, value wise. In oils painting you are building both ways, adding both black and white.
I advocate using a monochromatic underpainting, called a wash-in, done in raw umber. The canvas serves as the white, so when your painting is complete, the light passes through the upper layers of color and reflects back through. The darks are already established in the wash-in, so it doesn't take many layers to build those up. Being that most dark pigments are transparent this can be an issue.
I start my underpainting with a medium to dark tone on the canvas, which I match to the shadow value of the model. I proceed to wipe out the lights and brush in the darks. This way I have a much easier time seeing the proper relationships. When I lay in my colors I start with the largest areas and proceed to the smallest, since the area surrounding a color determines it's final appearance.
I think working large to small is far more important than working dark to light or whatever. Once the tonal and color structures are established I can go in and refine things to my heart's content.
On my website you can see a demo of the wash-in and lay-in from my Atlanta 2003 workshop.
http://www.fineartportrait.com/workshop_demo.html This is far from finished, by my standards but gives a good idea of my approach.