Just thought I'd pass a little info on, since I see this a lot...

All scanners are not created equal.

If you're having difficulty with your scanner leaving out certain tone levels, you might want to have a look at its specs and see what you've got. If your scanner isn't 16-bit grayscale external and 48-bit color external you're NOT going to get good scans. That's true even if the scanner claims to be 16 bit/48 bit internal (all that means is that the software tries to guess what colors are missing). This seems to be especially a problem of scans of lightly shaded images and with blues for some reason.

I'm not going to tell you what brand you should buy, but both Canon (it's under slide-scanners) and Epson have decently priced scanners that meet these specs. There are undoubtedly others. What you shouldn't do, if you want a good scan, is waltz down to Wally-world and buy the cheapest scanner on the shelf.

If you want to muck with setting up lights you can also photograph your artwork with a digital camera. Be aware that there's a lot involved here, and that your average point-and-shoot isn't going to cut it -- they have the same problem as the cheap scanners. If you can get your hands on an SLR, preferably one that shoots in at least 12-bit RAW format, you can get some good shots, though, and if you work in RAW and have photoshop you can often correct anything that the camera misses.