On this video tutorial, Aaron Nace from Phlearn gives some tips for using the Wacom tablet to dodge and burn in Photoshop.
Nace starts by showing some of the differences between a pressure pen and a mouse and how using a pressure-sensitive pen gives you a lot more control of the brush.
Next Nace takes a look at some of the settings that you can change when working with a brush and a pen including pen pressure and things like flow jitter. You can also reduce the flow and play with the brush size and from this point, your brush strokes will look much more natural.
You can download the brush Nace talks about from here.
For the specific image that Nace is using he actually doesn’t use the traditional dodge/burn tools but rather the brush (mentioned above) with lighter or darker colors from the image itself. He starts by creating a curve adjustment layer and invert it (cmd+I / CTRL +I) and then he uses white with the brush to brighten some areas. Now he creates a second curve adjustment layer – this time bringing the curve down (darker instead of brighter like he did on the first layer) and again paints with white color on the dark areas (remember white makes changes on an adjustment layer and black removes those changes).
Although Wacom is still the most synonymous with graphic tablets, there are now quite a few less expensive attractive alternatives such as Huion (which have an entire range of tablets), XP-Pen (which also have different level tablets) and GAOMON (which have a smaller range going from very low prices to mid-range ones). Other brand names worth checking include Artisul, Parblo and Veikk.