Changing the value of a line increases the interest of the line. Rather than a static, plain line, a line that goes lighter or darker, increases the tension. Encourage your students to alter the pressure of the marking instrument. Charcoal is most responsive to this, but softer pencil leads also work.
A great way to introduce value and color is to use an exercise that covers the spectrum of a color from pure white to the color's full saturation. Acrylic paint is a good medium here. A grid of about 10 squares, arrayed in a line is a good start. Begin with white on one end, another color, say red, on the other. In between, have students make even gradations, mixing the selected color with white, until the grid is done, showing a range of available values for that color.
Smooth gradation of color is an important technique. Across a rounded surface, light changes from the lightest point (the nearest point to the light source) to dark in an even manner. Have students mix a dark brown or gray blended with a base color in five gradations, and paint them on paper, light to dark. With the paint still wet, blend the edges of each band together, creating an even value gradation with no detectable lines.
A great way to see the natural values in colors is to reduce them to a grayscale value. You can do this simply by using a scanner and photo editing software. Take a colorful painting on paper and scan it. In the photo editor, change the mode to grayscale and compare it to the original. You'll see that each color's value is unique: reds and blues are dark and yellow is light. Oranges and greens inhabit the middle.