It depends on the stamp but sometimes the crosshatching (or tiny dots) is enough and you don't need to add extra shading, just colour over with the same as you're using for the area around it.
Otherwise, I tend to use the shading on the stamp as a guide for where to use a darker colour. So you can see what I mean, I'm attaching a postcard I just made with a detailed stamp that has plenty of shading on the stamp itself (you can see the stamp image "raw" here
if you scroll down to "Oak branch"). It's stamped with Adirondack Espresso and I coloured each leaf with E31 Brick Beige then used E37 Sepia on some of the areas shaded darker on the stamped image, blending the edges with the E31.
The stamp is detailed enough in its shading that it actually looked pretty cool just with the stamping ink and the single colour of Copic but I felt the extra E37 just added a bit of depth and helped the leaf veins to stand out a bit more.