Is it possible to set a brush or a pencil so that when you draw with them the pixels change brightness rather than apply a specific colour? It would just be useful sometimes to be able to 'draw' a shadow (for example) by darkening the pixels around an edge.

Yes, that is possible - look for the "Retouch with: Brush" tool (it has a blue hand icon). In the Drawing tool properties panel, choose the "Brighten" effect and its strength.

Perfect! You thought of everything...