Before I get into the nuts and bolts, I want to start with a couple of important points:
- Be gentle. To my mind, a vignette shouldn't be a prominent feature of a photo - in fact, the casual observer shouldn't be consciously aware that a vignette has been added at all. Its purpose is to subtly draw the viewer's eye to the important features of the photograph.
I think the majority of established photographers would admit, if pressed, that they went through a strong vignette phase which they now regret. It might have been trendy at one stage, and who knows? - it might come back. But right now, I think less is more.
(Disclaimer: I'll be applying stronger-than-usual vignettes in this tutorial, for the sake of emphasis.)
- Always keep it on its own layer. I know I bang on about layers a lot, and I know that not everyone saves their layered files as fastidiously as I do. But vignettes are awfully dependent on the chosen output size - if you apply your neat vignette to a 2:3 full frame image, then your client orders a 4:5 print (eg 8x10), your vignette might end up looking unbalanced. In that case, you need to be able to modify the vignette layer to suit the new crop.
Plus, of course, you can easily reduce the strength of the vignette layer at a later date, if you find you were a bit too enthusiastic :)