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Dodging and burning in the wet darkroom affords a moderate degree of control with the use of multigrade filters to target certain tones, and the inevitable post process bleaching to undo what you overdid. Unfortunately, the same tools in Photoshop offer probably less control (shadow, midtone and highlight) but with the advantage that the controls are repeatable and correctable and immediately visible. The 3 settings are, however, a bit ambiguous - which midtones or which highlights exactly am I changing?? What if I just want to burn in the darker midtones or the lighter shadows? Photoshop needs a contol that is common on music pre-amps called a "parametric equalizer" - where you can set the frequency, the amount AND the bandwidth of the adjustment - maybe someday! Another issue is that the dodging and burning tools in Photoshop can mess with the gradation - particularly when set to "highlights". Gradation is the quality of a gradual change in tone or color over a physical distance. Gradation is a fundamental quality to maintain in order to communicate the photographic illusion. Without gradation, we create instead graphic design, a poster quality, basically we have a flat area that looks wrong. This is much less likely to happen when using the history brush to accomplish dodging and burning because we are burning in a previously carefully-gradated correction.

The simplified strategy is this:
1.Make global adjustments to the image that correct the area in question.
2. Save this corrected version of the image ( the other areas are of course not good).
3.Return to the pre-corrected version
4. Brush over the dodge or burn area in such a way that that area only reverts toward the corrected image version.

WHY THIS IS SUCH A POWERFUL TOOL:
With this technique we can "burn" or "dodge" any of the many parameters that are controllable in Photoshop, not merely lightness and darkness. Brightness, contrast, curve, hue, saturation, levels, filtration, or for that matter, anything or any combination of adjustments that can be made in Photoshop can be locally burned in. The one adjustment I use the most is certainly the Curves Adjustment.

HERE'S HOW:
Make one or more global changes that correct the area of question directly to the background layer. It will not work if you try to do this as an adjustment layer so be sure and have backups for your background layer.
In the History Palette, at the bottom, save this version as a Snapshot ( the little camera icon)
The snapshot will appear at the top of the History palette.
Click the box to the left of the snapshot to choose is as a source for the History Brush.
Select, in the History Palette, the last history state prior to the global corrections.
Select the History Brush in the toolbar.
Be sure the background layer is active in the Layers Palette.
Use the History Brush to paint in the area of question, a little at a time using the brush settings to control the amount of the effect. That area will revert toward the corrected version - after a few passes with the brush, check the history states to make sure it's working if you can't tell immediately.