Grisaille is a common underpainting technique that establishes values before color is applied. (Stage two of the Lady in White oil painting demo by Johnnie Lilliedahl, 2005, oil, 30 x 24 inches.)
What is underpainting?
An initial layer of paint applied to a ground, which serves as a base for subsequent layers of paint and helps to define color values for later painting.
There are dozens of common ways to underpaint, and the technique that is best for you will depend on your medium and your emphasis. Are you trying to establish simple values or lines, or do you want to capture most of the visual information in the underpainting technique before applying transparent glazes? What color is your surface? And, what is your medium? You will need to consider all of the above in choosing your approach.
For more information, see also:
9 underpainting exercises