In the excellent Giotto to Dürer: Early Renaissance Painting in the National Gallery, there is a description of the painting technique Leonardo used for most of his later work, including the Mona Lisa. This technique, which he called sfumato ("smoke-like"), creates a sense of three-dimensional light and shade that is different from that of his contemporaries.
I have seen references that said that the sfumato technique was simply to blend with the fingers. Leonardo certainly did that, but you can find fingerprints in oil paintings from before his birth, so finger painting is hardly unique to his style. Instead, it is based on his observations of smoke. He observed that smoke. which is semi-opaque, looks white against a dark background and dark against a light background. So he decided to make use of the optical properties of lead white paint in a similar manner. He would begin by applying a very dark underpainting in black, earth tones, and possibly a transparent bituminous brown. This underpainting was rather loose and thin, probably diluted with naphtha or oil of spike lavender (almost no other 15th century painters appear to have used solvents for painting, so Leonardo is probably the inventor of the washy underpainting). He would then apply scumbles and glazes over the dark underpainting in muted colors mixed with white. The method produces smoky, opalescent transitions from dark to light that are quite beautiful and quite unlike other painting in that period.
By the way, I want this Da Vinci t-shirt.