I know I have seen a good tutorial in the past but I can do a quick summary, for what it is worth.
Using FPSCx10 Default Shader:
The default shader in x10 is universe.fx. You do not need to specify any shader in the fpe file to make use of them. If you define the texture for an entity with an underscore _D, it will look for other image files (_S or _N) with the same file name. However, you do not have to have a _S or _N texture. You can just a _D, or just _D and a _N, or just a _D and a _S.
From my understanding, the _I texture is just converted to _S in the engine and as such does not need to be used. Everything you get from _I can be done in the alpha channel of _S. More on that below.
If you use specify bumpent.fx or illuminent.fx in the fpe file, x10 will convert this to universe.fx. However, it is not required or even meaningful to specify those shaders. In fact, if you try to add one of those shaders to the effects entry in the editor, it will generate an error. Why? Because those shaders do not work in x10 as they are PS2 shaders (or maybe PS1).
So, what shaders work in x10? PS4 shaders that have been specifically written to work in x10. PS stands for pixel shader, btw, and is a protocol developed by nVidia (or so I think).
Texture Formats:
Let's overview the textures that can be used. When using shaders, you must use .dds files. It is very common for folks to use DXT5 dds files. In photoshop, you must download the DDS plugin for photoshop from NVIDIA's website. I like to use a higher quality DDS export "8.8.8.8 ARGB 32 bit | unsigned" as this provides a less pixelated image but it does come at a cost as the files are much larger. I build mini-games so this is rarely an issue for me but for people building large FPS style games, you will want to use "DXT5 ARGB 8 bpp | interpolated alpha"
_D.dds
This is your color texture and should contain an alpha channel. If there's to be no transparency, the alpha channel will be completely white.
_N.dds
This is your normal map. Normal maps can be generated in a wide variety of ways. If you have downloaded the DDS tools from NVIDIA you will have, under the "filters" tab a plugin called NVIDIA Tools "NormalMapFilter". Your normal map should also have an alpha channel and it should be the same as your _D texture typically.
NOTE: The best way to generate a normal map is to first take the image and remove all the saturation so it appears as black and white. Then apply a light gaussian blur to the image (e.g. a depth of around 1 to 2 pixels at most). THEN use the normal map filter. THis will generate MUCH cleaner normal maps.
_S.dds
This is your specular map. It provides information about the shinyness of an object BUT ALSO contains information about self-illumination in the alpha channel. To generate a specular map, take your color map (_D) and remove all saturation. Then darken the image considerably. Spec maps in x10 are VERY sensitive and you will end up with a shiny nightmare if you don't darken this image.
If you don't want your entity to glow, leave the alpha channel black. Where you want an entity to have self-illumination, add grey or white to those areas on the alpha channel of the _S texture. The lighter the color, the stronger the glow.
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In my experience, I do not think it is necessary to use a _S texture unless you want self-illumination. I would recommend only using _D and _N with most of your entities.
Below I show you an image of the same entities with _D and _N textures. On the left, they are dynamic, on the right, they are static.