There's really no need to mix anything and if you're being Gamzee you won't need any shading. I use Ben Nye personally and either grey or steel grey for gamzee's face and regular grey for the neck. I'd use pax or liquid latex for the arms which is either pros-aide or liquid latex mixed with grey acrylic paint which is then painted on and sealed with powder. Basically everything WumpaFruit said.
Here are some really good tutorials for Gamzee especially though I'd ignore the stuff about mixing the Ben Nye.
Also I second everything said about sealing your makeup but also would like to suggest that an easy solution if you're pressed for money is sealing with baby powder and a strong hairspray which works as a good substitute for professional sealing products in a pinch.