I bought one of the Tamiya weathering powder kits and one of the weathering stick pencils a while ago and hadn't really got around to using them. I am now a total convert. I've tried weathering powders in the past but have always found them a fiddly thing to fix, These Tamiya powders are really easy to use and look great.
The powders come in a make up style compact, complete with a double ended sponge and brush applicator, rather like a make up applicator. The weathering sticks are like a pen.
The powders have some sort of waxy compound so they adhere to the surface you are weathering, I bought the one with steel and silver and they work well. The kit with the sand powders is superb.
The weathering sticks are also very useful. Because they are thicker (a bit like lipstick) you can use them for mud or dried mud. I've had quite a bit of fun using these.
Definite recommend to anyone looking at dirtying up vehicles or even figures.