Adjustment brushes are a really nice feature in Lightroom. Since they made their appearance localized adjustments became easy within Lightroom and I have found less of a reason to roundtrip images to Photoshop for these kinds of edits. A few months ago we took an in-depth look at the adjustment brush, Adjustment Brush Basics - Part 1 and Adjustment Brush Basics - Part 2. If you are unfamiliar with this tool that would be a good place to start.
One of the features of the adjustment brush we didn't cover in the prior articles is the ability of several brushstrokes to build up. Think of it this way - you find a lovely drawing on your dining room wall (courtesy of your 3 year old). So off to the home improvement store you go to buy some paint. While the can says, "one coat covers" you soon find out the you can still see the masterpiece. When you apply a second coat it builds upon the first and covers the drawing.
Well, the adjustment brush works in the same way. For example, take a look at these 3 brushstrokes.
Each of these strokes has exactly the same setting: the exposure is dropped by ½ stop. Yet stroke #2 is darker than #1 and stroke #3 is darker that the other two! That's because the strokes are on top of one another and the effect is built up. You can certainly achieve the exposure setting equivalent to brushstroke #3 without all of this. However, this feature becomes invaluable when the maximum or minimum setting of a parameter just isn't enough. You may paint in some negative sharpness in order to blur a section of the image. Even adjusted to -100 you find you want it blurrier. So just click on new, leave the setting at -100, and paint over the same area. You've now achieved more blur that the parameter setting can give you by itself.
So let's follow that example and put this to use. Suppose you want a blur vignette and you'd like it to vary in both blur strength and shape. Start with an adjustment brush set to -100 sharpness. Choose an appropriate feather amount for the brush so your blur transition well.
Paint in the area you want to blur. I find using the overlay here helps since negative sharpness can by hard to see sometimes. (Press the letter O to turn the overlay on and off).
Now click the new button in the brush panel to start a new stroke. Leave your settings the same and paint in more blur closer to the outer edges.
Where the strokes overlap the blur will be greater than -100. If that's still not enough just click new and add another brushstroke until you get where you want to be.
If you find that you've gone too far remember that brushstrokes can be deleted. Also, when you select the pin for a stroke you can adjust the parameters for that stroke as much as you want without changing the area covered by the stroke.
Play around with this and build up those stroke. Try adding a little negative clarity for a more dreamlike blur. Once you start stacking strokes you may not be able to stop!
Bonus Tip: The graduated filter tool also has the ability to build up like the adjustment brush. So play with that as well.